So getting back to the original question, "going all the way down there" in this case refers to going down to the gym, to stop the payment. Not push-ups, nor imaginative sex. Interesting discussion, though.
SMickey the line may be a play on words, a pun. He purportedly has to go all the way down to the gym to cancel his membership and going all the way down is something you might be instructed to do at the gym.
Have you considered starting a thread on atheism?
"Go down there," when referring to a location, means going to a location that is either lower than the speaker's location, or south of the speaker's location (because maps are oriented with south at the bottom), or just at some distance from the speaker's location.
"All the way" is a colloquial way of emphasizing the length of the distance to a location, especially if the journey to that location involves additional time or effort on the part of the speaker. So, for instance:
"I have to go down to the store" means the trip to the store will not involve any particular effort on the part of the speaker.
"I have to go all the way down to the store" means the trip will involve some additional effort or expenditure or time, or the speaker wants for some other reason to emphasize the distance or his/her effort.
It has nothing to do with push-ups.
It's simply to do with the effort required to travel to the gym to cancel the membership.
None of any of this should be confused with going all the way or going down.
Or any succour that may or may not be derived from the aphorism, "if at first you don't succeed succumb".
What is an epigram: a dwarfism whole? It's body brevity and wit it's soul.
Good to see a little humor, eh, usery?
Yes, couldn't agree with you more. The risible atheists thread upon the third day was surely a minor miracle.