I live not far from a particularly gun-violence-heavy neighborhood. As of this morning, all the gyms in that direction to me were unclaimed. As I headed away from there on my way to work, I did not find one unclaimed.

PokéStop and Gym locations all source from Ingress portal locations. When Ingress agents were submitting new points of interest to Google/Niantic, there were a number of guidelines. One of them was that public places of worship were valid portal locations.