That would actually be a great question for a time-traveling historian. When, exactly, does a civilization hit the point that the thought of having special exercise facilities might seem weird? I think hunters and gatherers would probably think it was perfectly fine. "Yeah, I reckon if you only had to walk for 20 minutes to get meat and berries and greens, you'd get antsy for a chance to do some running, or practice fighting or... okay, that picking up heavy things and putting them down sounds pretty silly. And those people wrestling those - what did you call 'em? Nautilus machines? I'm not sure how that would help them if a wildcat came by, but, whatever."

At some point, the idea of ever decreasing need for activity might seem more normal, especially in the industrial age.