Mostly because I am out of shape and embarassed. I'm a very self-conscious person and I don't really enjoy enjoy working out in front of people. I know that it sounds somewhat stupid, but I have pretty severe social anxiety and would prefer to workout in my apartment.
Let me tell you something: every person in a gym started out where you are right now- self-concious and lacking confidence. No one is there to judge you. I used to be a twig at 143# when I was much younger. I was athletic in high school and lost all I had gained while in college. It was extremely embarrassing for me to go back to the gym. I looked sick. But it's something I had to do. You get over that anxiety fairly quickly.