Man that's a bummer about the bloke at the gym (reminds me of something that happened to a mate recently, see below), but canceling your membership will be good for the pennies, so some of which you can use to buy some winter running gear, so it's not all bad. I got through last winter with only a windbreaker as proper winter clothing: I wore my usual shorts throughout. I might have run with a hat, I can't remember. But the sleeves on the windbreaker were long enough to cover my fingers as well so I didn't even buy gloves. Like you, I'm not a fan of running in heavy rain so I didn't bother investing in a rain-proof jacket. I bought one a few weeks ago so I can keep on cycling but I don't plan on using it for running.
The story about my mate: he picked his 6-year-old kid up from a sports centre where there was some class on during summer and as he was walking back to his car, some dude beeped his horn and braked hard behind them as they were walking along the car park as the driver couldn't get past. It was aggressive driving and my mate shook his head in disappointment once the car carried on. The driver saw this in his mirror and promptly stopped his car and out comes a massive adrenalin-fulled bodybuilder who's ripped all over and clearly just finished a session. My mate reckons he must have been on steroids or something as his eyes were bulging out of his head and he was, pardon my french, scary as ****! The guy berated my mate who somehow retorted, 'Just get back in the car, you're embarrassing yourself'. My mate has no idea where such boldness came from as the guy could have torn him to pieces - presumably paternal instinct or something. Anyway, more abuse followed but the guy eventually got back in his car and drove off. His kid was in tears and my mate was shaking like a leaf. He reported it to the police but nothing doing as it wasn't corroborated by CCTV or whatever. Some people are scary and some scary people who are filled with adrenalin are scary and bloody dangerous!