You're right, it wouldn't make sense, but I don't know a single person to tests at specific times of day, only in relation to specific events (food, activity, etc)... so if you were to just test before/during/after spin class, even if that is not even close to the same time of day each time, it's still relevant and useful information that can let you know what's really going on while you're on the bike.
As a real Type 1 that produces *no* insulin at all, I have to balance the insulin my body needs with food and activity on a daily basis, I test a LOT - at least 10 times a day, and I wear a continuous glucose monitor too. I have a pretty good idea at this point what being on a bike (or anything else) does to me, but occasionally I'm thrown for a loop.. it's best to always be prepared for the unexpected, but you can't do much without information :)

