Wade says this but doesn't change his behavior one bit. In fact, he becomes more obsessed with the OASIS. Despite believing the whole thing to be a deception, he's in too deep to change anything. The OASIS is his real world now.

As we've said, the OASIS lets you become whoever you want. For example, a mild-mannered teenager from Oklahoma can become an egotistical maniac. Hey, whatever floats your boat.

This becomes Wade's impetus to work out. Not that he is self-conscious or cares about his physical appearance, but that he simply cannot fit into his chair anymore. His improved physique is simply a side effect. Pardon us if we find that a little depressing.