I think that Marlan has listed a fair number of reasons which are all valid.
But here I am, a personal trainer myself, and I do not like going to a gym. My personal reason is that I simply do not like the noise. I am rather noise-sensitive at best of times, and I often found that the music was played at levels that I found very uncomfortable. Add to that the fact that I am a classical music lover. During the years when I trained my clients at a gym rather than at my studio, there was more than one day when I was ready to shoot the loudspeakers.
Well-meaning suggestions to use headphones are not a good idea because if I have to turn the volume up to loud that I can block out the outside noise, I am jeopardizing my hearing.