Training with inanimate objects still costs time, and it's a nice quality of life thing to be able to rank up your skills a little before trying out a new weapon type mid-game.
Mechanically I don't see it as any different than grinding low level mobs, it's practical a little sooner and a little safer but also slower(especially once you can drop a portal near a spawner), and it gives you an additional type of functional building to flesh out your settlements, which is nice - buildings and infrastructure you will actually use just feels more immersive than purely decorative stuff you may never step foot in again after finishing.

How is a gym any more of an "exploit" than camping a greydrawf spawner when you've got the gear to render them a non-threat?