Strange thing about sports clubs.

You know, I noticed something very very peculiar about sports clubs here. Everyone works out in silence. No one seems to talk to each other and if you happen to talk too loudly with a friend, then the club staff come and ask you to keep your voice down. Very strange.

Why is this? In the States, if there's a person standing near you, whether you know that person or not, conversations just pop right up. Why don't Japanese people have conversations with strangers? Is it considered rude?