Common, penises aren't the most important thing in the world. No, not even if they belong to a woman. XD
I can assure you, seeing a flacid penis is not that big of a deal. You can see plenty at nudist beaches. At gyms, people usually turn their back on each other, so if you are still seeing the penis, maybe turn back and just change. Hell, many women won't change panties at the gym and prefer to shower at their own homes. You can go into the private cabin if you worry about them looking at you. But honestly, don't blow things out of proportion. Penises aren't the most important thing. Really.