Gyms are one of the least immoral places to own. People generally don't go to gyms to make fornication dates. My experience is that people rush to the gym to fit a work out into a busy schedule. People don't intentionally dress immodestly, either. Perhaps that is the case by traditional catholic standards, but by society's standards, no. Exercise and a healthy diet is a positive thing. "Cult of the body" is far removed from a healthy lifestyle.
If you owned a gym, you can set the tone by having a dress code for your employees - no skin tight clothes. Successful gyms are often segregated by sex, too. Women often want to work out without the pressure of men around. Men often have different exercise needs and desires such as free weights and less cardio.
If you want to see an immoral place, try a public school or college. Shopping malls are also chock full of scandal.