Yes they can. Your husband has reneged on a contract he had with them. Does he have it in writing that he could cancel "if it didn't work out" Did he even check out the gym first? because he can't then say he didnt like it. If he only went once, perhaps it is not so packed at other times of day?
look at it like this ... if your husband had a contract to work, and at the end of the first month they decided they wouldn't pay him he would be annoyed, and would take them to court for the money he should have been paid. Really, this is no different.