When you see these jobs advertised?

If they have an on-site gym, there would NOT be group showers. You would have your own shower stall. But yes, people probably change in the locker rooms. And it would be same sex shower rooms, so you would not be in a locker room with people of the opposite sex. AND you might find that the people you work with don't even use the on-site gym. They may not be interested in being fit, or they may work out elsewhere, or they may participate in sports and not do workouts, or they may do fitness activities like walking that don't require a gym. They might also not work out at the times you work out.

There would be NO requirement to use the on-site gym. You can get your own gym membership somewhere else.

I see people I know in the gym, even in the locker room. We're all naked under our clothes. Get over it.

No you would not be expected to shower with the people you work with. The gym is for your use if you want to use it (avoiding the cost to buy a gym membership).

Ever heard of shower cubicles. ? No gym that I know of in the UK have communal showers.

Obviously you have never been in one to have a look.

if they had locker rooms, they would have separate ones for men & women