I think I want to leave the gym early leaving my partner alone
Why do you want to leave the gym early?
I'm not interested in working out.
Well, if you're genuinely not interested in being there then it is right to leave.  Your partner should be fine with doing things on their own every once in a while.
I know. I'm going to leave early because I want to go out with my friends and want to leave her behind.
A healthy relationship doesn't mean you two need to be stuck together like glue! Both of you need time apart from each other to breathe, and that's all okay! As long as you communicate well that you have your own interests, I'm sure she'd be fine relaxing by herself as well.