It's not so much that people think they'll be mocked, but entering that big facility with dozens of verities of machines and weights and you're the only person who doesn't know what they are doing, is incredibly intimidating.
It's not an unfounded feeling either, when I first started going, I got ejected or talked to for rules I didn't know about yet: no jeans, no open toed shoes, don't touch those machines, you don't do that with dumbbells. And that's just the formal rules, then there's the informal: how long can I occupy a machine? Can I take the dumbbells into the other room? what's "switching in"? how much is talking allowed? Can this injure me? Is that guy really advanced, or should I tell him that he's going to hurt himself?
I got started in the collage's free gym, with lots of other beginners and rule breakers. But I'd never have shelled out $150 in initiation and membership fees to try out this weird new sport I wasn't comfortable with and might not like.