The unstated bit is that you have an incidental excuse to talk to them (compared to cold approaching in other contexts) but you still need to talk to them. Everything depends on you making the effort.

Compared to a gym, the class setting almost forces you to talk to people. I wouldn't see myself talking to people in a gym, but in a snowboarding club or martial arts class, or a group hike, it's difficult not to. Once you exchanged a few words, even for the sake of an exercise, the ice is already broken. At the very least, you'll say hi the next time you see that person.