Using the word "ax" in place of "ask" is one of my pet peeves, so I get where Jennasis is coming from.
Now, about the video... If I were a member of this gym, I would be much less bothered by this guy dancing than I would be by someone filming. It wouldn't matter that they weren't filming me. I would be concerned that I would turn up in the back ground all red-faced and huffing and puffing a treadmill or something.