Hi Ethan! I really like this question because it illustrates your recognition that while there may not be a specific college degree in your area of interest, the right college degree can be extremely helpful in almost any field or career. For your interest in owning a business, a degree in business, marketing, or accounting could be very helpful. There may be a time when you can delegate all the adminstrative tasks to your staff, but when starting a business you may well be the sole employee. Knowing the basics of business will be very helpful. And as Michael said above, a degree in a health-related field could also be very helpful, especially if you have a partner who can help with the business side and a desire to expand beyond weight machines, treadmills, and mats for martial arts training. And even if you don't want to expand, the more you know about the human body, the better you will be able to unlock its potential and share that knowledge with others.
You probably know there are a LOT of gyms out there - some offer martial arts, some offer low prices, some offer spa-like services, etc. Some are huge chains, and some are "mom and pop" locally-owned facilities. Figure out why your business will be different - what you will offer that others don't or what you will provide that is better than the others. That will help you compete and may help you figure out what degree you should pursue.