Despite calling himself lazy, Tyson actually gets more exercise than most people and keeps himself to the standard of fitness that he was at during his army days.
Typically the days when Tyson finds himself going to a gym are the times when Tyson has been too busy to complete his normal workout schedule. He finds that going to a familiar private gym and grabbing one of the trainers helps keep him motivated, and it’s a good way to have his form corrected or areas that he needs to work on pointed out.
His need to keep wounds from his work with the web secret and his constantly fluctuating schedule to work around the Moriarty Mirrors prevents Tyson from going to the gym as his default way of exercising, but Tyson would struggle if he needed to primarily go the gym regardless. It’s a refreshing environment every once in a while, but he finds it too chafing to be a regular.
The other reason why Tyson will choose to go to a gym is to work himself to exhaustion, until every muscle hurts and he cannot move the next day. He won’t always go that far, but sometimes Tyson needs to ground himself in reality, to feel that ache with every movement and know that his body is solid.
And in agony, but mostly the solid and corporeal thing.