Can't you both just enjoy a little exhibitionism? You're gay he's straight, you both get off a little being nude. nobody likes being stared at, but to be admired is a compliment. I don't like the over sexualization of these spaces. I agree they are inherently sexual, but that's if you have relationships with the people in the room. It's not sexy to ogle over a stranger in hopes of some telepathic connection that leads to reciprocity. It's sexy to show off the body you're working hard on.
You should compliment him on the gym floor and just be a nice guy and it could always lead to more, but i would lose any expectations. Expectations are not sexy unfortunately, and often just come off as desperation or general ass-hole-ery. I do enjoy the idea of meeting someone sexy at the gym and having a hot moment or hitting it off, but it's not really fair to everyone else there to use the space in that way.
I would change my mind in situations if you convinced me though im sure. I just think that it can be unfair to the average joe who just wants some peace changing. But also, it's almost poetically anti-patriarchal to give them the experience of the male gaze, as straight's have plagued women with forever. Sorry if this is dumb i am a little baked