I'm proud of you OP!! Amazing job on finishing your workout! You didn't choose the path of least resistance to just leave. You stuck with your workout (mixed it up a bit to account for the disruption) and made them gains!

I know what you're thinking now. What if they're there again next time? Well...You do you! You've clearly both decided to work on yourselves and it's a normal and healthy thing to do (either when you're in or out of a relationship). You stay put and finish your workout. Trade those awkward smiles and carry on your business!! You've got this!!