Well, a more sustainable solution is everyone exercising at home whenever they want in the way they want, or going for a run around the block. Going to the store by car + going for a run, is still faster and more convenient than walking to the store (per unit of exercise - e.g. driving to the store 10 times and running 2 miles vs walking 0.2 miles to the store).
A gym is a great example of how we tend to support parts of life communally when we can live more densely.
For me the competing requirements are space for gym equipment and space for a workshop. I could have space for both if I lived further out, but then all other aspects of life would get worse. I'd have to drive constantly, to work, to social outings, to fun weekend stuff, it'd be a drag.
As you are pointing out though, we all have our tradeoffs we make. My only counterpoint would be that most cities are doing a terrible job of offering options to people who do want the more dense, "less car" communities.
