When Neo is brought onto the Nebuchadnezzar, his muscles are stimulated so that they grow (having atrophied from not being used). However, if in the Matrix fighting can cause real damage (since your mind makes it real), why can't your muscles also be made stronger?
There is a difference between receiving actual damage, and responding to damage. The real person does not suffer the physical injuries of the avatar. For example Trinity does not get a real bullet wound when she is shot in the Matrix. She does however react as if it was real, up to and including disruption of various bodily functions.
People who are hooked into the Matrix are in a form of sleep, and so the physical body does not move as the avatar does. This means the muscles would physically atrophy from non-use. This is likely why the machines can just flush the body and expect them to die (with the exception of being picked up by a rogue ship.)
Waking up from the Matrix would be somewhat like waking up from a very long coma.
@bitmask's comment is almost certainly correct.
There is no reason to expect or believe that the effects on the body are limited to damage. However, since Neo leads a sedentary hacker lifestyle, his body would be weaker.
Neo is the only character liberated during the movies, but I would expect that anyone who had been physically active/fit in the Matrix would also have a real body that was similarly fit, though perhaps not quite to the same degree.
As to why ships such as the Nebuchadnezzar have a section for stimulating the muscles of newly freed humans, I think that's a side effect of which humans they free.
Going by what it takes to liberate Neo, it is dangerous, difficult and/or expensive to liberate even one person. The human resistance needs to make every liberation count and so they look for people who would be assets in their war against the machines. That means smart, motivated non-conformists - people like Neo, Trinity and Morpheus, pretty much all of whom are hackers with sedentary lifestyles.
Using the logic of the movie I would hazard the guess the following is true. Morpheus at one point tells him that his avatar in the Matrix (not sure of the exact dialog ATM but its when Morpheus was explaining the history and the design of the Matrix. I remember it was at the point that Neo notices is Matrix persona has had and no I/O jack in his neck) is based on what he remembers how he looks like in the Matrix.
Since they can modify the rules of the Matrix but not control the Matrix they can not change what they look like for the most part. Similar to a avatar in a computer game, you can change hair, eye color and clothes but you can not fundamentally change what the avatar looks like.
The second facet is they want to keep a low profile. Heavily muscled people would likely draw attention, since in the logic of the movie the agents do not seem to have complete awareness of all parts of the Matrix. If they did as soon as they entered the Matrix the agents would be right on top of them.
In either case the answer to your question is since Neo and friends are outside the Matrix thier avatars have the same form as they had when they "jacked-out". If they where still fully intergrated into the Matrix they could increase the muscles of their avatar since based on the movie logic (and the best example would be the Oracle).