Go an invitation via text from another sim asking if you want to go to the gym.
When arriving at the gym, the friend in your group who asked you to go is wearing their gym outfit, but your sim is still in everyday clothing. I thought I remembered back a while ago when I first got the game, that my sim would be automatically wearing a gym outfit when arriving at a situation like this.
Even in the game tuning XML files, it says that when your sim arrives for a role at a situational gym visit event they should be wearing appropriate gym outfits. But they don't.
Similar thing when I set up a wedding party and when I arrived, all the guests were in formalwear but my bride and groom were just wearing everyday clothes. I quit without saving because I wanted to take a few more pictures and reloaded just prior to the wedding and set the party up a second time, and this time the bride and groom were appropriately attired in wedding gown and tux.
So not sure if there's something buggy about their spawning in sometimes wearing outfits and other times not.
Same thing if I have a gym club set up and start a gathering at the gym, all the gym members will arrive wearing gym clothes, but my active sim will just be standing on the sidewalk in everyday clothes.
Also restaurant visits - when arriving at a restaurant with formal clothing required, I think the reverse happens where my active sims are wearing formal clothing automatically upon arrival, but the guests arrive in everyday outfits until you talk to the host and everyone gets forced into formalwear.
At nightclubs and parties, only NPC young adults will be wearing party clothing, but adult NPCs will still be wearing everyday clothing. I posted that one in the sims dressing weird bug thread back before they patched party outfits in to fix that, but only young adults were fixed, and not adults. When your active sim arrives, they will be in everyday outfit and not automatically be wearing party clothes.
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Everything seems normal with them spinning into appropriate outfits for interactions though - like if they start a workout on a machine, they will put on their gym clothes. If they get in the shower, they get naked and then put back on clothes afterwards. If they go outside, they change out of their sleepwear. That's all normal.