This is true. The attractive female personal trainer is the only or maybe one of two attractive female personal trainers that work there.If you want to remain at your gym, it is better to focus on hitting on other gym members rather than staff members. Even hitting on other gym members at a gym can lead to you searching for a new gym. Hitting on the staff is generally a high risk, low reward proposition.
If you want to have the best chances of getting with a woman like this, you need to have these types of women in your social circle. The typical male working a white collar job doesn't have these women in his social circle. The next best way to get one of them is to meet them randomly in public somewhere.
Hitting on them while they are at work is the lowest probability of success play, but it is the one most men end up doing.
Unlike white collar work, workers at gyms/bars/restaurants regularly have sex with each other. It's one of the biggest perks of that line of work.
There are about 5 or 6 dudes that work there who probably think they have a "first dibs" on her in front of male customers since they work with her.
Flirting/talking with an attractive non-staff member would be a lot easier and you won't have all the male staff members pissed that you are "encroaching on their territory"
Another problem with most gyms are that "For every attractive woman" out on the gym floor, there are at least 5 good looking dudes. Horrible odds.