I think you've already got the words you need:
"I don't want to cause an issue, and I really appreciate your support, but I need to do this on my own terms. After all, I haven't worked out with weights in over ten years."
You may need to sign up for your own membership anyway -- there's probably a limit to the number of times you can go as his guest.
- Gray 2010 carbon WSD road bike, Rivet Independence saddle
- Red hardtail 26" aluminum mountain bike, Bontrager Evoke WSD saddle
- Royal blue 2018 aluminum gravel bike, Rivet Pearl saddle
Gone but not forgotten:
- Silver 2003 aluminum road bike
- Two awesome worn out Juliana saddles