Well, for one thing, someone might enjoy doing an activity for fitness and/or fun without wanting to be stared at.
I run, for example. Of course people see me out running in the road, and that isn’t a problem. If a guy persistently showed up on my running route to follow me in his car or run next to me in order to watch me, though, I would call the police. Ditto if I’m doing a fitness video workout in my living room and found a guy staring at me through a window. If a woman is performing in a strip club, one can generally assume she wants to be watched, even if, of course, one shouldn’t. A woman engaging in a class? Not so much.
By your standards–i.e., wearing fitted clothes while exercising–a woman is sinning if she swims, does gymnastics, takes a ballet/aerobics class, etc.
(Interestingly, if you read much 19th century literature, you’ll see that classical ballet dancers, actresses, and opera singers were considered to be de facto immodest and impure women. There’s a common trope about how the highest aspiration such a woman could have would be to not marry the good/kind/honorable young man in love with her because if she did, she’d ruin his life.)