Boyfriend goes to the gym with his friend and friends girlfriend, but not me?

Since I've had a baby, my body is needing to get back to being healthy. I have a hard time going by myself because I feel insecure. My boyfriend wakes up at 5 am to go to the gym with his friend (and his girlfriend) which I just recently found out and it makes me a little nervous.

I've told him i wanted to work out together but he hasn't made any attempts or effort to try to make it happen.

Is it dumb that I feel insecure about him going with another girl?
Boyfriend goes to the gym with his friend and friends girlfriend, but not me?
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