By that logic, tennis courts, swimming pools, and other recreational facilities do the same. Not everyone uses a gym to run on a treadmill, or even to do cardio-based exercises.
They do, to some small extent. I'm not claiming that indoor gyms should not exist at all or that on should never ever drive to one, nor that there is never a case for a skyway or parking at a transit station (though parking should never ever be gratis). Only that the costs exist and should be considered.