This article properly makes fun of how bad the ad is:
https://ftw.usatoday.com/2019/12/peloton-bike-lady-needs-help-someone-please-help-her
People aren't offended by a skinny lady doing exercise, they're likely just amused by how bad the premise is.
Really fit lady who is extremely affluent (a place like that in the Boston area?) terrified of doing a solo ride on an exercise bike? Why? Also, what's the insane motivator that makes her feel she has to do this at the crack of dawn? Why is she documenting any of this for her husband? Why does the fitness instructor calling out her name give her insane validation when she is an extremely attractive and affluent woman who is seemingly pretty high up in the world? None of this is really explained.