Is it unprofessional to wear shorts to a personal training session?

I have seen some male trainers wear bike shorts under looser fitting shorts so that there is no chance of embarrassment for either the trainer or the trainee. I don’t think that shorts in and of themselves are unprofessional, as long as they’re not too short.

My personal preference is calf-length capris, or bike shorts that come just above my knees if it’s summer and we’re outside.