As people pointed out, they usually give employee discounts to gyms nearby, or allow you to use the rehab gym. My hospital doesn't allow us to use the patient gym, so they're giving us a discount to a big gym chain down the street.
More than money, the issue in hospitals is almost always space. That's why hospitals are always so confusing to walk through- they can only expand so far within their established location, so they add weird towers and extra floors and get rid of parking garages to add more space. So then half the hospital is new, half the hospital is old. And at least at my current hospital, it's one of those "if you build it, they will come" situations. We built a couple more wings in the hopes that it would relieve the constant "we don't have any more beds, can't admit right now" issue but within days the new beds were full and we couldn't fit anyone again. Hospitals are full to capacity pretty much all the time, so the space has to be used wisely for clinical care, attendings' offices, and research. A gym is not necessary for any of those things. On interviews, I saw that the only places that had gyms for employees were either huge and new hospitals (often without the reputation of the older, more established ones) or the gym was in the basement somewhere you literally couldn't fit anything else.