not if you word it that generally. But there are certain activities for which specialty apparel has a place. Well-fitting shoes are a must if you want to run, even if it is on a treadmill. If you like to strength train at a gym, make sure that the clothing does not restrict but also cannot get caught on equipment.
No one has ever asked me what to wear for exercise. I suggest that people wear what they are comfortable in if they do not have “exercise clothes”. Not everyone has sneakers, so, I do suggest those.
It comes down to personal preference and safety to get the client comfortable enough to stay with their exercise program.