Maybe he was thinking it is like the Hellenistic “Gymnasione” and therefore smacks of body worship. Lifting weights to keep in shape, stay healthy, and fit, is not the same thing as Avoda Zara. ANYTHING done to excess, is assur. But hitting the gym once a day for 45 minutes or so, (while not sacrificing one’s learning), is good for the body, if not the wallet. You should ask your rov why he feels that way, and upon what Halacha his opinion is based.
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