We have the same rule at our gym but people pretty much ignore it when they're on the cardio equipment. No one makes a big deal over it. And the guys who wear them down around their necks seem to all pull them up when they come close to other people.
Seems to work pretty well. Gyms are having a hard time staying open what with people staying away in droves. The people who work there sure don't want to antagonize the patrons.
