> For health it's pretty much a non-negotiable to go do some strenuous activity every other day, and going to the gym is the path of least resistance to getting that done

You are right, but the reason it's so prevalent is also because it is better for capitalism. Going to the gym isn't just a 1-off activity, it's an entire lifestyle & it doesn't necessarily come cheap. You need a membership, specialized gear, lessons, switch your consumption habits to high protein foods ... etc