Yes, you can think through problems while lifting but that's hardly unique to weight lifting. Ditto for books on tape.
I'm not hating on weight lifting here (I've been lifting consistently for 9+ years) but I just don't see this as being Hacker News.
PS - I think you meant to write "read" instead of "ready" here: "In particular, the Freakonomics audio books are quite good as they are ready by the author, as is Outliers by Malcolm Gladwell."