I guess so but working out is there job. And when you are a millionaire doing such a job, then time is precious. Especially if you have other ventures. Why wouldn't "they" get the best equipment, the best trainer/s(if need be) and hit it hard in the privacy of their own home? If its not ego, then what is it?
Remember, they weren't always pro bbers. They grew up training in gyms. When you get used to a certain atmosphere, its very hard to let go. I heard a good quote "if you stay one place long enough, you become that place." Personally, I think its sort of humble that they still train regular gyms like everyone else. Plus, why shouldn't they train in a gym? Just because they are big? They have to hide?
Another good quote

"Our deepest fear is not that we are inadequate. Our deepest fear is that we are powerful beyond measure. It is our light, not our darkness that most frightens us. We ask ourselves, Who am I to be brilliant, gorgeous, talented, fabulous? Actually, who are you not to be?
Your playing small does not serve the world. There is nothing enlightened about shrinking so that other people won't feel insecure around you. We are all meant to shine, as children do. It's not just in some of us; it's in everyone. And as we let our own light shine, we unconsciously give other people permission to do the same. As we are liberated from our own fear, our presence automatically liberates others.”
Why should anyone, including bodybuilders, not be around others? Why should they shrink and hide? Perhaps they might motivate others around them.
I am feeling deep tonight
