Yes okay, BUT in the list: Room, Training/Sparring covers this use of part of a building. Often a Dojo is just a separate room along with an alcove, changing room, in some cases a locker room as well - and is itself a part of a temple (if it is a Zen Buddhism type Dojo), or teacher's residence (a room out the back of their house) or even just a specialised version of a gym (basically a gym with mats which would be used for gymnastics or with a boxing ring), so putting it as a separate building seems a bit of an overkill.
I don't know if I necessarily like the name 'dojo' as that limits it, but something along the lines of 'Training Facility' would be a great addition.
There's no real reason not to, and leaving it out makes things awkward for people writing Wuxia or similar genres
It would be easy enough to for example ad a "/ Training Hall" to the "Gym" type.