I am encountering this problem as well, but with one of the training rooms.
I created a second Athletics Center. The first Athletics Center is full. I drag another dweller from another room and drop them into the second Athletics Center. But instead of going to the second Athletics Center, that dweller floats through all the floors like a ghost until finally coming to occupy what is the first Athletics room. If I go the Dweller Menu List, it shows the added dweller as being in an Athletics Center, but doesn't indicate which one. Of course, it has to be the second one, becasue the first room is at capacity and the second room has no rats scurrying around in it (indicating it is occupied).