why there has been this change in heart towards veterans
In my entire service I never saw a gym that allowed 'veterans' free use. So there hasn't been a change of heart towards veterans.
A gym costs to build and maintain, particularly the equipment. I don't see why anyone not in uniform would have a belief in the entitlement of free fitness facilities. If your employer thinks you doing phys is a good thing, then perhaps they might wish to stump up some cash. It's not for the MoD to keep you fit.