If a T recommended weight loss as a way of alleviating self-hatred and/or as a means to feeling like you deserve self care, I would be concerned. But I think it's a leap to assume that's what she meant. There's no way of knowing what your T meant when she suggested you join a gym without asking her. Given the context, it's likely she views exercise as self-care and thought physical activity might make you feel better (mentally and physically).