It depends on what exercises they're doing since most won't give you rough hands. It's not just repeated handling of objects, but holding those objects in certain ways. Bicep curls won't give you callouses. read more
People who lift heavy weights have rough hands as a result of callouses that they get when performing certain exercises, and so the hands eventually become rough over time. To avoid this, I use some fitness gloves that help protect my hands, and allow me to lift heavy without the pain and maintain smooth hands. read more