Spreading Misinformation about COVID by a Gym Employee

Just received a so called 'courtesy call' from Zone Fitness. The man on the phone is spreading false information about COVID. In summary he told me that exercise will help my immune system to fight COVID and that's why they don't wear masks at the gym. As far as I know, wearing masks in public spaces is a law. As far as I know, medical professionals don't give gym courtesy calls.