If she has a good time when she gets there, I think you should continue to take her. if she doesnt, then find an activity she does enjoy.
You are right, this WILL benefit her down the road...i have been seeing alot of stuff about obesity and the healthrisks associated with it....if an active lifestyle is not promoted it may translate into her adult years. Like you also said - it is great for socialization as well - which will also translate to her adult years - being able to relate to people outside of your inner circle, learning discipline, structure, how to take instruction....
My daughter is 3 and not yet in preschool because of her date of birth - but we go to Ballet, music class, and rollerskating every week...plus we go to church and she attends Sunday School there - I have seen her grow SOO much and is very expressive. She is learning soo many practical lessons that she would not learn if we stayed home. Ballet is at 4:30 on Mondays- so getting her out the house can be a challenge sometimes - esp if she is just waking up froma nap! But once I get her in the car - she is fine.
Be firm and take her - they always enjoy themselves when they get there!!
Good luck!!!