The best gyms aren’t pay per session in my experience - and I’ve been to a lot of gyms around the world.
Sure, most gyms let you buy a day pass but compared to the monthly membership it’s very expensive.
My current gym is £40 a month which gives you access to every gym in the country as well) or £10 for a day pass just for that single gym for that single day.
The fanciest gym I’ve ever been to was the equivalent of £30 for a day pass and like £300 for a monthly membership.
Also you example of gyms being special isn’t specific to gyms, that’s also how insurance works, spread the cost out over a lot of people and everyone pays less.
I agree Unlimited PTO is a con though, just give everyone an allocation and let them choose how much they use (most will use the maximum)