You should have kept that old AM/FM Walkman you took to the gym in the 90s. 😁
Seriously, I joined a gym just last night, and when I got on the treadmill and wanted to listen to the ESPN broadcast on one of the ten flat-panel displays on the opposite wall, I was SOL. They were all on FM frequencies. So I ended up having to listen to Pandora on my iPhone, and checking the WWW for any app that would fix the problem. Obviously from this discussion, there is nothing.
Oh well, time to go to an electronics store and look for a cheap FM receiver to keep in my gym bag...