>everyone there thinks I'm autistic
>see co-workers who are good friends with each other
Because you need to actually talk to them, or be good enough looking/mysterious that they make the first move.
>but my main concern right now is getting rid of my social anxiety, because i think that's more important
As it should be, being in/around group situations is how most normies/not-10/10 chads get girls. You need social capital/trust before girls will take interest in you. Being friendless is a red-flag that you have something wrong with you, even if you don't.
>i want to reduce my social anxiety through exposure therapy, which is why i want to go to clubs
Get non-lifting hobbies instead and find meet-ups/places for them. If you want an even easier time (assuming you're under 30), take some hobby-like classes at a community college (art, ceramics, etc.). There's also private classes for stuff like art, rock-climbing, mma/sparring, etc. which you can try too.
It sounds like you overthink too much and lack enough exposure to pop-culture/other interests (sports, the arts, music, etc.) to have stuff to talk about with people. If you want friends and to get out of your shell, find stuff that YOU like and can be passionate about, besides lifting (nobody cares IRL what your bench is, just that you look good).
It doesn't have to be grand, or particularly unique. If you love Big Bang Theory and Always Sunny, then there's plenty of people who are also boring/normie enough to talk to about that.
Also, fuck clubs.
>parties/group hangouts with friends > classes > bars > clubs
In order of what's most fun/easiest to meet people/grills at.