I always have to take a deep breath and be very considered when I post on these threads. But I always post (despite the fact that most people ignore my posts!) because I think OP and anyone in her position or similar needs to hear this.
I have a child who is damaged by being institutionalised for the first year of his life. I live the life of an "attachment parent" as much as possible because it's a necessity to help his brain form the correct neural pathways it failed to do in the first year. I live attachment parenting as a necessity rather than a preference. Yes I have even had to give up my job when working and attachment parenting became incompatible and had to become dependent on benefits.
People who start throwing around issues of "attachment" and damage done to children by letting them cry, do my bloody head in because because they haven't the first fecking clue what it is to live with a child with attachment and executive processing problems caused by a failure to bond with a primary carer. And implying (or even stating outright at times) that leaving a child to cry once a week for a while damages them is a ridiculous and unscientific statement to make and is dangerously dismissive of the real attachment issues that real children with real traumas suffer.
You might chose to "attachment parent" as you call it but I somehow doubt it includes therapeutic games to promote attachment between you and your child because they can't make eye contact with you, can't be held by you, can't be comforted by you, can't be rocked to sleep etc. Most attachment issues are caused by either a lack of a primary carer, the total shitness of the primary carer at actually caring or having the primary carer removed repeatedly. All the studies showing attachment issues revolved around these scenarios not leaving your bloody child in a gym creche. 
Most birth children who are neurologically typical can be parented in any number of ways which are highly unlikely to make a significant difference to the brain development - even leaving them to cry for a while or leaving them at nursery 
. The method of parenting you choose is at least (in my opinion) down to what suits you as a parent not what suits your child. Its about what you want not what they need because lets face it the chances of any one of your children (on this thread) not getting what they need (food, water, comfort, a primary carer) is slim to none. Attachment parenting my arse, I wish they'd come up with a different name that wasn't associated with a serious issue giving some people the illusion that they heading off some kind of psychological damage with their unique and superior method, rather than just choosing the way you want to parent without needing to find a pseudo-psychological name to label it with.
So if what you want is to attach yourself to your child, knock yourself out, gym once a week - go ahead. They're really both covered under the "Perfectly normal things parents do with perfectly normal children that you don't need to get too precious about" category.
OP if it distresses you that your baby is crying when you leave her then try a few things -
Give her something exciting (favorite toy, something nice to eat) just as you leave.
Pop back after 15 mins and try to observe her to satisfy yourself that she has settled
If she hasn't settled and nothing you have tried works then consider trying other exercise for a month and trying again in a month not because it will do her any harm but because its likely to distress you if you know she's upset.