It's based on experience, Cratos. I know exactly what I look like; remember the line from one of the Dirty Harry movies, "A good man always knows his limitations."
I don't try to chat up women at the Gym for the same reason I don't train to run 2:30 Marathons, fight in the UFC or break world records in Powerlifting: the chances of success are so low it's not an efficient investment of time and effort.
I'm polite to women(and men)at the Gym, because good manners cost nothing and bad manners prove nothing. But I'm not going to try and hit on a girl - perhaps I should point out that it's a university Gym and there is a higher than average number of young Hotties - because the odds are I'm going to crash and burn. So I'll have wasted time and, worse, look like a creepy douche bag.