I believe you really have to know your group. When they hit an exceptional shot, I'll commend them otherwise, the most I'll say is OK. Most of the time I'll not say anything. I don't get upset when anyone says something about one of my shots but I could see people not liking the idea of someone congratulating them on an average or less than average shot.
I've been to the one in Phoenix. It was fun, but we we on the second or third(?) level, and I couldn't take a single swing without feeling like I was going to fall off, so I was hitting everything off my back foot.
My hands also sweat like crazy, so not having a glove was rough.
But it was a lot of fun. Would do again.