if you extend at immigration then you show them your new gym info. Otherwise keep docs to hand incase of being asked on arrival. The gym does not sponsor your visa so you can do same activity elsewhere.
It is taking longer than 5 days at the moment as many posts detail. A final non seasoned balance of 500k THB is fine, submit 6 months of statements to avoid requests for more.
The approval process has been around 15 business days due to the number of recent hols. The approvals should be
quicker from now. 3 days with no request for further documents is a good sign your docs are good but not a total guarantee of not being asked for more documentation.