Don't worry about it, they're both allowed to be in here. Some people like to do their post-workout cooldown in the locker room, blow off some steam, can't really blame them. They've both been coming in for a while trying to knock off the pounds but it doesn't seem to be helping. In fact, if anything she's starting to seem more at home on all fours than waddling around upright. Weird couple, but they have as much right to work out as anyone else.
Hm? The mess they're making? They towel off afterwards, pretty thoroughly. Look, you can take it up with management, but no one else seems to have an issue with their routine.