Oh! I've been wondering why Swedes call secondary school "gymnasium" when in English that makes you think of weightlifting.
So it's not just a Scandinavian quirk.
The word γυμνάσιον (gumnásion), from Greek γυμνός (gumnós) 'naked' or 'nude', was first used in Ancient Greece, in the sense of a place for both physical and intellectual education of young men. The latter meaning of a place of intellectual education persisted in many European languages (including Albanian, Bulgarian, Czech, Dutch, Estonian, Greek, German, Hungarian, Macedonian, Polish, Russian, Scandinavian, Croatian, Serbian, Slovak, Slovenian and Ukrainian), whereas in other languages, like English (gymnasium, gym) and Spanish (gimnasio), the former meaning of a place for physical education was retained.