I've had somewhat of the same fantasy. Only difference is we'd be working out in regular gear and towards the end eventually strip down and have fun around the machines.
The closest to that I've done is I booked a provider who is also a PT. The gym I go to is 24/7 and after midnight its pretty much empty. The provider was also a night owl so that helped. Anyways, we met at the gym and did a workout together. My gym doesn't have a typical open changeroom, instead its big private change cubicles. After the workout we moved to the cubicles for fun.
But yeah, logistics is the main issue. Unless you own a private gym or know someone that does who doesn't care to give you access then it'll be difficult to pull off. I always wonder when I see OF content creators doing scenes in gyms, how they pull it off. Most look like condo or hotel gyms.