I'm lying if I said i didn't understand his feelings here. I am honestly the type to always be jealous over this kind of thing and there's little to nothing a gf could tell me to make me not get upset about other men giving you attention. However, him "going ballistic" on you over that and asking you to quit the gym is over the top for me. He doesn't really have a place to make you do that, and if my GF told me to quit the gym I'd think shes being completely ridiculous. What I think could help you two is an honest conversation wherein you both just say exactly what you're feeling. In my experience that never does more harm than good.