Questions like this irritate me. Especially when asked in such a charming way.
What the hell do you think women are doing when they go off alone together? Talking! Maybe about you, maybe about someone else, maybe about borrowing 20 bucks, maybe one needs to borrow a tampon, maybe a safety pin is required - whatever it is about, it's none of your damn business.
But if your question actually was serious, then they are going to the loo together because McDonald's has clowns. Everybody knows clowns are dangerous.