Aww, Hannah! I'm so sorry that conversation made you feel bad. He was probably just thinking about going to the gym himself because it might be something he enjoys, and wanted to give you the opportunity as well. The thought probably never crossed his mind that you might be hurt or offended by what he said. Sometimes guys just aren't thinking about the same things that we women think about.
I hope he does something super special in the very near future to make you feel like the wonderful person you are and to show you that he loves you.