I haven't been up there in a couple of years, so maybe it got worse, But there were a few car prowlings when I used to go there, pre-Covid. For the most part, though, it's in a mall type setting with a big parking lot, far removed from the nefarious street action. I've always felt very safe there.
Ballard branch of LA Fitness was okay, but as a premier club, a little more expensive.
There's another business altogether - Magnusson Athletic Club - right on Lake Washington. My son used to go there, and we had our car broken into over there, maybe a year ago. It is supposed to be a pretty nice gym, though.