With the possible exception of an indoor range (which might ban any rifles), I don't see any logic whatsoever in banning FMJ. That has absolutely nothing to do with stopping the bullet.
Are you sure that the ammo you have isn't armor piercing (black tips)?
Tom Bean (Ralphs Range)
Website: none
Phone: 903-546-6524
Address: FM902 and Joe Bob Road, Tom Bean, TX
Hours: Any Reasonable Time
Fees: $3/Hour
Highlights: Basically an open range with a 12 foot high 50 foot long berm. Has target stands for 1x2x8 posts (you bring 1x2x8 posts to tack targets to), Anything legal is allowed (speed shooting, holster draws, FMJ, AP, Tracer, Title I/II, .50 BMG, tannerite). ~120 yds max range. Bench/seated/standing/prone all allowed.
Drove by there today and the range is closed for now. People would not stop driving on the range and shooting steel plates. They were laying the steel on the berm and they had some complaints about ricochets. That and just general asshattery the owner has closed the range for now and may or may not re-open.
I think the close in ranges prohibit FMJ is because of ricochets, more so than berm penetration. Those berms are full of lead and copper, and FMJ have a better chance of dancing off. Ranges like Adrenalin Proving Grounds or TacPro in Mingus are way out in the boonies, and that's not as much of an issue even if a round gets out, after penetrating the berm and then ricocheting, it's not going far enough to endanger anything. And the indoor ranges have lots of baffles and things to stop that sort of thing.