Originally Posted by bausch

Some women might feel uncomfortable without their eye makeup on and therefore prefer wearing sunglasses to cover up their eyes. It would be a pain to do eye makeup for the gym and then have to wash it off when you get home due to sweatiness and have to do everything all over again.

Others would want to wear sunglasses because they don't want to make eye contact with others during their workout or want to be "incognito".

I think both could be reasons why people would wear sunglasses in the gym.