Yes, I believe one of the senior mages was trying to encourage them getting involved in training exercises or some such. Anders may have had some affect on them being allowed outside for this but the real downer was the entire Circle being overwhelmed by demons. There was no real reason why a mage who wanted to stay fit could not. In DAO I always took the arcane warrior spec and I felt that part of what the spirit taught you was the sort of exercises you needed to do to stay in shape and be capable of wearing armour effectively, not just some convenient spell that allowed it, even though the stat concerned was magic as opposed to strength.
Back in the D&D days, I liked to play a warrior/mage combo, so my mage always had good strength in addition to brains. Not some muscle bound beefcake but just nicely toned.