I joined a spa/fitness club late in my JW career. Other sisters from our congregation joined these clubs, too, and I don't remember anything being said about it. Some of the sisters also joined Weight Watchers, and there was no controversy about this.
I believe that joining the fitness club might have saved me from a mental institution or worse. I was so depressed and messed up that I could hardly tolerate consciousness.
I did catch flack about taking some college courses, which I started about the same time as the fitness thing. Intellectual "bad association," it turns out, must be worse than sports/fitness "bad association."
Seize the day, and put the least possible trust in tomorrow. - Horace
I have learned to live each day as it comes and not to borrow trouble by dreading tomorrow. - Dorothy Dix