Last place I worked with an exercise room had it in a controlled area. You had to wear steel-toe shoes, safety glasses and hearing protection to get there and back. And the showers were on the other side of the plant.
I worked for a company that had a gym. No one was allowed to use it during working hours. I worked graveyard shifts and was able to get special permission to use the gym in the mornings after I got off work. ;-)