There's an important point hiding in here: the difference between what we want, and what we think we want, and how hard it is in practice to tell the difference.

During the decade I ran my first start-up, I used to think (often) about how nice it would be when I cashed out, and would have time to do all of the things I had been dreaming about: playing my guitar, writing, etc.

When I finally did cash out, and had all the time in the world, I found that the guitar still gathered dust in the corner, and the novel still went unwritten.

It seems the things I thought I wanted to do were different than the things I actually wanted to do, once the obstacles were removed.

And that underlines how important it is to live in the present, and not in the future; not to always be forsaking what you want now, for some eternal tomorrow that may never come.

Also, it's a lot more pleasant emotionally to have the excuse of work\family\money\other for holding you back from your 'dreams', than it is to actually have the liberty to pursue them and have to scrutinize why you aren't doing so. Usually they are reasonable sounding dreams, that plenty of people also deem worthy, and so you may have to introspect rather deeply, with potentially troubling possibilities, to find an explanation.

In this sense, refusing to buy the gym membership raises the plausibility of your superficial excuse for why you fail to exercise: 'I don't have a good place\right equipment', which lowers the need for introspection. This increases your (short-term?) happiness.