Wearing Quest at the gym

So i was at the gym yesterday and there was a guy on the ellipticals wearing a VR (quest) headset.

Everyone seemed to be creeped out by him, and some of the girls were talking at the front desk making suggestions that he could be recording people.

Since i have one as well i mentioned that he's probably just watching movies on it and that its a great idea, but everyone else seemed less than thrilled he was there.

When i came back out of the locker room he wasn't wearing it anymore and looked super bummed. I think they made him take it off.

What do you all think should they be allowed in gyms etc?