It depends how much you fly and the hotels you stay in. If you're travelling multiple times a week you might want to take any opportunity to exercise.

As a 37 CIV gold I fly infrequently enough to still enjoy the lounge although I do walk to B/C gates

Boxing Day (26 Dec - not sure if the term is used outside the UK) is my day I like using the gym, generally because of the excesses of Christmas combined with not much else to do on that day. After many years, I finally found a gym on Tyneside open on Boxing Day.

When travelling I always find excuses not to exercise even when the hotel has a gym, some blatantly stupid (such as the lounge is closer to my room ), practical (the gym closes too early when working late), limited equipment or even the hotel gym has no changing room and I don't want to wander round the public areas of the hotel in sweaty gym clothes.