Photoionization modelling of the low‐ionization broad absorption lines of certain quasars, known as FeLoBALs, has recently revealed the number density of the wind absorbers and their distance from the central supermassive black hole. From these, the feedback efficiency of the quasars can in principle be derived. The implied properties of the FeLoBALs are, however, surprising, with the thickness of the absorbers relative to their distance from the black hole, ΔR/R, as small as ∼10−5. Such absorbers are unlikely to survive the journey from the supermassive black hole to their inferred location. We show that the observed FeLoBAL properties are readily explained if they are formed in situ in radiative shocks produced when a quasar blast wave impacts a moderately dense interstellar clump along the line of sight. This physical picture differs significantly from the thin‐shell approximation often assumed, and implies outflow rates, kinetic luminosities and momentum fluxes that differ correspondingly, in some cases at the order‐of‐magnitude level. Using the radiative shock model, we estimate the ratio of the outflow kinetic luminosity to bolometric luminosity for three bright FeLoBAL quasars in the literature. We find per cent (and corresponding momentum fluxes ), similar to what is adopted in models reproducing the M–σ relation. These outflow properties are also comparable to those recently inferred for molecular outflows in local ultraluminous infrared galaxies, suggesting that active galactic nuclei are capable of driving such outflows.