1- It costs money and I am notoriously cheap.
2- There are other people at gyms. I have rather a hard time with other people, though I am working on it.
3- They would no doubt expect me to wear something other than pajamas, and I like working out in pajamas.
4- Other people I am not actually related to use and touch the equipment.
5- I would have to drive all the way there and all the way home again.
6- How would I watch the stuff I’ve recorded to watch while I’m on the treadmill if I'm on the treadmill at the gym?
7- Someone perky might tell me to “Have a great day!” after I’ve worked out and am all red faced and sweaty and in a bad mood.
This could end badly.
8- My shower is at my house, not at the gym.