How to cultivate courage in modern times:

Why weren’t slaves allowed to go exercise at the Gymnasium?

Theory:

If one is allowed to go to the gymnasium, exercise feats of strength and such, then one augments their courage.

Thus the gymnasium was a place for free men, noble men and soldier warriors to build their courage and strength for domestic or war matters. The last thing you want is for slaves to augment their courage and end up rebelling or revolting!