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Everyone who goes to the gym goes for the same reason, and it isn't self improvement. It's vanity.
Every single thing you do at the gym you could do more effectively in private. Not to mention how useless the muscles you develop with short limited motions at the gym are.
It's pure vanity. If you really want to improve yourself you would do the real work to do that, not waste time on vanity. But vanity is a comforting sin.