Gymming and being healthy are two things that people often strive for, so not being motivated enough to do either of them implies a lack of effort and hence one should not feel proud about it.
Consider the statement "I am ashamed of myself for being lazy and not going to the gym.". Based on this "I feel proud that I am not motivated enough to go to the gym and be healthy" a true statement? Yes, no, or I don't know?