It's not just local gyms, but overseas ones too - ie make you sign up for long term, and threaten all sorts of things when you want to withdraw.

However, I have not heard of any gym actually pursuing with legal action, probably because it's not cost-effective and it will not be good for their public relations.

So maybe you can threaten them back and say if they take legal action, you will make very loud noises and make it very public via every channel you know.