Exactly! Their reaction is different from your intention. You have no control over their reaction.

This commenter ( @Drobnxsphd ) said it well:

https://medium.com/@drobnxsphd/theres-the-artists-intent-and-the-observers-reaction-9c0b28088642

I am not familiar with public workout facilities. I get my exercise by bicycling (weather permitting) and walking if the weather is wintery. I can't speak for others, but I, personally, would neither notice nor care whether you are wearing make-up. If you are attractive, then, to me, you would be just as attractive sweating with your hair a mess. I guess it's a matter of personal taste.

"...how it is that no one interrupts men's training to tell them that they are looking unflattering clothes?"

Since I don't go to public gyms to train, I have no idea whether anyone interrupts men to criticize their appearance. I guess life is inherently unfair.

Expressing gratuitous criticism of your appearance is just plain rude. If they don't appreciate your appearance, then why are they looking? My guess is that they do indeed find you attractive. Their criticism is an awkward form of flirtation by men who are maturationally challenged. It is rude behavior. I can see that it would be annoying. However, it is likely that there will always be rude people.

It would be difficult for someone to interrupt me to criticize my appearance while I am out 'cycling. But if someone did, I'd likely come up with a good smart-aleck retort. If she were an attractive woman, and if I were single, I might invite her to step into the shower with me and help me wash the sweat off.

I mentioned that I am married to a woman who never wears make-up. Comfort is her priority when she chooses her attire. No one has ever criticized her for her choice of attire or lack of make-up. If they did she would likely tell them to "go pound sand."

Despite your wishes, men will always enjoy ogling women.