I asked this very same question on an m80 thread just a few months ago and got an answer from Val Kolton from V-Moda himself.
The M-80s were built to be used on the go, including at the gym. We encourage you to use them, the ear cushions are replaceable and if worse case something happened we have the immortal life program for 50% off!
Link to the original thread I received the reply in. Ever since then I've been using my m80s in the gym pretty much every day and couldn't be happier.