It's much better to politely speak directly to people who are on the phone or talking. There are some people who don't realize it's wrong (...) and others who get lost in their thoughts and struggle. Most of the time, when you mention it, they say "Oh, I'm sorry" and step aside, or they might say they'll just add one more set and continue their workout. Of course, there are always exceptions, but that should be communicated to the desk now.