Western food is a small part of the problem. KFC seems to be the most popular with Thais. But, opposed to what many think Thai food is not that healthy. Way too much oil, deep fried palm oil, mostly little vegetables, fat, sugar and MSG widely used. Another thing is Thai portions are generally smaller, but it seems the number of orders are greater people ordering 3 or 4 different foods instead of one.
The gyms in places like Pattaya are mostly Falang working out. The gyms in Bangkok do have some Thais, but very little considering the population.