I find it hard to believe that there isn't always some corner where a Strida could stand up against. Even if you don't ask staff to look out for it, gyms aren't generally crawling with bike thieves. If it bothers you enough, lock it with a lightish cable lock in the folded position so it can't be unfolded, such as through both wheels, and just lean it.
Or dress it in a disguise -- as a sleeping Doberman. People always let sleeping dogs lie.
Regards
T