I'm certain the association was intentional in that Moffat was certainly invoking the imagery of the KKK on purpose as a way of nodding to the Five Orange Pips. I don't know if he was consciously trying to say "this secret society of women is like the Klan"; I suspect what he was going for was simply a gotcha moment where viewers would see the robes, make assumptions about the sort of people under them, and then be surprised.

But it doesn't take a PhD in feminist media studies to figure out that if you show a bunch of women's rights activists in Klan-style robes, you are tacitly equating the two groups. Someone in the writing and production team should have noticed that and asked if that was really what they wanted to imply. Even a decision based on cluelessness sends a message. I sincerely doubt that it would have occurred to the writers to portray a group of people they considered unambiguously heroic and worthy of respect in the same way.