Our gym (not a chain--it's an actual gymnastics school) does parent and me for kids under 3. At 3 they start kindergym. My daughter, at 2 3/4, was doing terribly in parent & me, and they actually had me move her up early to kindergym so she'd listen to someone else! (Didn't really work--she was not a listener at that age.) But they never requested parent and me again (even though I asked for it and they told me no, keep her in kindergym, they know that kids run around.) I think what worked for us is finding the right teacher and finding the class that has the fewest students in it. They moved us to a class that only had 2 other kids in it. I think one of the reasons for their suggestion was because the class wasn't going to make if they didn't put one more kid in it! LOL The teacher was super-patient, didn't expect perfect behavior from the class that was supposed to be 3-5 year-olds, and loved each child dearly. It was the only transition that was going to work for us. At 4, my daughter started getting better. At 5, she switched into a more strict coach's class and was promoted to Minigym and did awesome. So my suggestion is to see what other options are out there. There may be a better class for your child. Or a better gym for your child. Teachers have to understand 4-year-olds. I was a SAHM at the time, so I could take her at any time, and that helped.
My daughter tried ballet at 4 1/2 and never listened and was a terrible distraction. I pulled her out and put her in gymnastics again. I think it was teacher-class chemistry, and the ballet class was way too big. (They never asked me to pull her out of ballet, and even THEY expected 4-year-olds not to be perfect--but I knew another teacher taught gymnastics on the other side of town and my daughter would be happier with her, and that's why I chose to switch.) I insisted that she take something because I think that physical activity is important.
Good luck! I hope you find something that works. In our situation, the teacher and the attitude of the program made all the difference.