The gym is the only place, and I do mean only place I don't carry on my body. Okay okay, on vacation by the pool or swimming but I haven't been on one is 4 years.
I'm an LEO that can legally carry anywhere except very regulated places (places I don't go).
Sometimes you must calculate the risks in life and see what you're willing to accept. If God wants me while I'm working out at the gym then so be it. My families life is more important than my own and they aren't at the gym with me so I'm willing to not have immediate access to my CCW.
It's a good thing I also practice other self defense techniques because I might need them. Is it the right answer? No. But I am far more likely to die in a car crash on my way to the gym than needing my firearm at the gym.
And yeah I get that argument works pretty much anywhere, that's just how I justify it in my mind. I still carry in the gym, just not on body. On body carry literally everywhere else.