AmEx likely did this because gyms have lawyers that will win the chargeback cases. They'll just FAX over a copy of the contract with your signature on it. Thus,

AmEx likely did this because gyms have lawyers that will win the chargeback cases. They'll just FAX over a copy of the contract with your signature on it. Thus, AmEx will end up eating the administrative cost of the chargeback. You are not the first, not even the ten thousandth, person to try to get out of a gym contract by using the chargeback process.