Kelly and Carrie have bumped into each other several times, It's just they don't advertise it for the world to see. Carrie's been to one of Kelly's concerts and Kelly helped Carrie with a few tasks at an award show last year.
They're not bffeaeaeaes but they certainly don't hate each other.
As for the gym comment, Maybe Carrie's complimenting Kelly on her smoking body right now?
