I just feel in a gym environment there's a risk of a lot of spread in the air do to a lot of huffing and puffing, much more so than in other circumstances. But also some gyms are pretty big with good air circulation, nothing like being stuck on an airplane...
If you still feel you need to go to the gym, might want to pick a time of the day when it's less crowded and maybe shorten your work out and try not to touch your face too much and wash your hands afterwards.
That being said, for the US with a population of 327 million people there' only, so far about 3000 total cases, now the actual number is likely higher, but still.