I would have just told him you were toning up your buns. He would have understood and walked away

Seriously though, no warning, just the boot? Bad for business, even in an industry that works hard to sabotage clients! I suppose most of those places view it as a liability issue. I mean, god forbid anyone get hurt lifting.

Or maybe the issue here is because you were being too alpha male? At any time did you:
a) remove your shirt
b) challenge someone to touch "your guns."
c) scream loudly "Fuuuuuuuuuuuuuck Yoooouuuuuu Weiiiiight!" then throw it down and holla "Hellz yeah I own dis biatch!"
d) stare creepily at women on the cardio equipment while holding your crotch and singing Eminem songs?

If so...