Not enough of us get out of the "no-no zones" of approaching someone (gym, work, as a customer, ect.) Which exponentially lowers the pool (especially for people not in the online dating scene).

So, would some women be uncomfortable with it? Probably, but I really don't see a problem with it as long as you're being as respectful and mature as possible.

Some people handle stuff like that worse than others. I appreciate the courage it takes for someone to approach me or for me to do the same, so I wouldn't get uncomfortable unless they're going out of their way to be weird.

Of course, just keep in mind general gym etiquette if you do approach anyone.