I can't count the number of times I have I been asked (by women I might add) while wearing hijab, a long sleeved- long length tee-shirt, and workout pants; "Aren't you hot in that?" Being looked like an alien while working out in public, really deters many of Muslim women from working. Trust me men don't give a second glance, there are too many other women in tight leggings and tank tops to keep their attention, if that's what they are looking for.
If more of us got out and exercised, then eventually it wouldn't be a public spectacle. This doesn't mean bouncing around necessarily, you can simply walk.