For men that aren't aware, ask your mother, grandmother, aunt(s), etc. about coughing, sneezing, laughing and having some urine leak out. It's extremely common. This woman's issue is different but I'm sure she's proactive with efforts to resolve it. Like others have mentioned, it's a private gym and they're ok with things.
“Anterior prolapse occurs when the pelvic floor becomes weak or if too much pressure is put on the pelvic floor. This can happen over time, during vaginal childbirth or with chronic constipation, violent coughing or heavy lifting.”Some women that dont even lift weights have that too. Some, especially when older, will have problems if they laugh really hard.
Anterior vaginal prolapse (cystocele) - Symptoms and causes
www.mayoclinic.org