I don't see how she has been taking care of you, since you have always been independent, found your own place, got a job and only spent your free time with her. Inevitably since you have moved to her area you are supposed to adapt to her life style and it is only normal for her to show more initiative for the activities you share. If she had moved to your area, the situation would have been the other way around.
If she says no to the fitness class you like so much, just give it a few days or weeks and then discuss it again and keep the other trainings separate for some time. Just because you are a couple it doesn't mean that you have to enjoy doing together every activity you try. Some you will, some you won't. Like a girl I know who joined her boyfriend on a surfing weekend, she was willing to try and learn, only to find out that he didn't want to teach her, ignored her and ended up telling her that he didn't enjoy the weekend. She was a little bit affected by that but she thought she shouldn't cause a drama and she simply gave up the idea of learning surfing with him.
Maybe you could try to find some activities that you like and wouldn't necessarily include your girlfriend and even try to make new friends. You gave up to your social life, friends, spare time activities by moving there but you will form new friendships in time. No doubt you've done great until now and few people would have done it better.
I think there was nothing wrong with your honest remark but maybe your girlfriend is the type of person who likes honesty being tactfully expressed. I remember the case of another friend of mine who could never really complain to her boyfriend when she was ill or having a terrible cold, tell him how bad she really was because she could see his humour changed automatically. So she learnt to not describe the symptoms to him, but to her friends and her mother, and tried to keep a positive happy tone around him.