No. One time she said "have a nice day" and I didn't know what to say back, so I didn't say anything and left.
The next time I came prepared. I knew I was going to respond with "thanks" when she said "have a nice day". So as I was exiting the gym, she just said "bye". "Thanks".
Now I always leave through the back of the gym. This is sort of weird because the showers are at the front, next to the receptionist. So I shower at the front of the gym, then walk fully clothed through the gym to the back to exit, then walk around the gym back to the front because that's the direction I live.
I swear I'm usually not autistic, but the gym receptionist is starting to make me think I am.