Yes, he was headed to the golf course. Here's the article from which I culled the photos.
It may be post-golfing, because the photos talk about him heading to the gym.
Can you imagine the oiled and sweaty femme guys in tight shorts in a Palm Springs gym... Obama hasn’t felt this comfy since he ordered a dude off a tv show.
“the photos talk about him heading to the gym.”
“Gym” = “bath house”