Not everyone lives a 15 minute walk away from the gym. Even still, if you are trying to cram a workout in first thing in the morning before work that's 20 minutes right there that could be spent sleeping or eating breakfast if you drove instead.
I like gyms because I can go 24 hours a day - rain or shine and I can use equipment that doesn't exist in a park to do exactly what I want to do, then I shower, change, and leave.
Now I have my own set of complaints about gyms: douchebags who sit in the squat racks and do curls, guys who leave hundreds of pounds of plates loaded up and walk away when they are done, "personal trainers" who are completely out of shape themselves and insist on making their clients do the most ridiculous wacky exercises in an attempt to generate some sense of value for their $$$ service. These are really just annoyances though - they wouldn't stop me from using gyms.