If you're immunocompromised, you're vulnerable to many diseases, not just Covid. Source: was immunocompromised for a long time due to medications.

Why does OP only care about Covid protocols? There are many other pathogens that spread via all sorts of means. It's much safer to workout outdoors or at home.

Kettle bells, resistance bands, etc. are cheap and effective for home workouts. Plus it actually keeps you safe instead of giving you the illusion you're safe. Covid spread through my kid's school despite the strictest rules (open windows in winter, full masking).