It was mentioned that he did try self defense but failed at that and he thought than rather than doing that, he would just train his muscles so that he got just a little closer to the OGMC's specification to lessen the problem he had to deal with.
Also, about using the loop to train, I doubt he will do that, as you can see from this mini arc with Yoo Nari, he seems unsure that he will actually return back if he died during a sub heroine event, much less when there is no event happening. He isn't even sure if there is actually a limit to the loop.
So he won't use the loop to go train under that circumstances