“He doesn’t like it because he says it’s not tznius for a guy to be thinking I’m headed to (or from) the gym”
And maybe if a woman is seen walking on the street after dark, the men who see her might think she is on her way to or from the Mikvah. PUHLEEZE! Sometimes it feels like guys go too far in dreaming up these scenarios. Any guy who is busy thinking of women going to and from the gym, has entirely too much time on his hands, IMO.