Welcome to Nusa Dua/Benoa where everything is expensive and sometimes nothing around.
Good thing for you is that you are actually staying in an area of Benoa where there is something outside of the Hotel.
Plenty of choices of places to eat/drink outside of the hotel. Also local shops/minimarts tourist booths and money chngers
Can you change your booking? We are starting our next holiday at Grand Mirage which has a good gym but I believe it is for hotel guests only. We like this area of Bali as the beach activities are so much fun to watch,there are lots of minimarts plus a good sized CocoMart and our favourite restaurant,Bali Cardamon too as well as about six other restaurants which are good too. There is a safe money changer right opposite Bali Cardamon