if i can be totally honest, i went down the route of lying as i had the same problem. i called and said i have just found out i have a medical condition that can be made worse by exercise, when they asked what i said it was sensitive, they then asked me to get a doctors note which i said i couldnt get an appointment due to it wasting doctors time. in the end they gave up with no further action as i said i will come and train and if it gets worse i will sue due to them putting pressure on me to thinking i had to use the gym.
but obviously lying may lead to a whole heap of trouble so think carefully before doing that.
btw this was with a large gym company