So he wants you to keep fit. He just wants you to be more perfect in appearance and healthier. He doesn't particularly care about your appearance, and he doesn't care whether you will add some face to him after going out with him, because the person chosen by Leo is enough as long as he likes it, and he doesn't care what others think.
After all, Leo's personality characteristics are special ego and overbearing. They do everything with their own ideas as the main purpose. They don't care what other people think. In a popular saying, they are their wives and pets, so they don't care what your appearance can bring him.
He just wants you to exercise more, just for your health and to make you more confident in front of others, so I don't think you should misinterpret your Leo boyfriend's intention. Maybe if you misinterpret him like this, it will make him feel very lost and make him think more. He thinks about you all the time, but you don't understand him. If you really don't want to exercise, then you can talk to him calmly and tell him that you will pay attention to your appearance, including your body, instead of trying to achieve this goal through exercise.