Productive use of a gym is often the strength training equipment and specific cardio or other conditioning opportunities, as well as the environment itself.

That is: a gym is a laboratory (workspace) for improving the physical condition and performance of your body.

That's not to say you can't make poor use of a gym (or a laboratory, for that matter). Or that all conditioning must occur at a gym (labs are complemented by fieldwork). But well-used, they're a vital adjunct to a fitness regimen.

That said: if it's possible to get there under your own power (walking, cycling), so much the better.

I can't imagine most people who have gym memberships are spending their time there /walking/.