If you decide no, as I would, it's really important that you tell
them why. Otherwise your considered ethical choice is not even a
"silent protest", it's just a non-event.
... and you can do so in a non-confrontational way, "Hey, I'd like to join but I don't like the facial scanning, is there any alternative? Oh, OK, thanks".
Don't talk to the receptionist. Or even the site "manager". Make sure
you're talking to the business owner. If you find it's a big business
franchise, call them or write.
When they offer you "assurances", very politely question those
(they almost certainly have no basis... this is the nub of the
Fujitsu/Horizon scandal, that somewhere somebody said "just fob them
off").
Appeal to their wisdom;
"So, obviously you understand these things, please tell me
does it use a hashing algorithm and store...."
"So you understand this system, I'm wondering what proofs, other than
verbal assurances, can you show me?"
"I guess you have a degree in cybersecurity, so can you explain..."
Remember you're not trying to look clever, or play mind games, or
troll them. You're trying to get them to recognise that the
technology imposes a harm upon you (and others) that they may not
have considered.
Having established that, that's all there is to it. Because if they
won't be accommodating they're saying; "Sure, we expect you to
endure that harm as a hidden cost of joining".