LUKE: Huh. You don’t eat with your mouth open do you?
LORELAI: Women don’t eat at all. We just look at food and jump on the treadmill.
Non-mechanical treadmills have been used since ancient times, usually as a mill worked by humans or animals to produce grain. They were also used as a punishment.
After research in the late 1960s into the value of aerobic exercise, the first mechanical treadmills were manufactured as exercise machines for walking and running. They are the biggest-selling pieces of exercise equipment worldwide.
As well as looking down on women who were careful with their diet, Lorelai also looked down on women who exercised. Maybe breaking her leg doing yoga warped her mind.
The Annotated Gilmore Girls 