I think that gap is due to hip-bone placement - not necessarily fat or muscles b/n the thighs. A lot of ballerinas (or those who have done ballet during childhood) have this gap as well. So it could be genetics/bone growth, or prolonged activities that causes this gap.
I took jogging class, but the gap didn't appear. My legs were lean and fit though. I was happy either way. Till this day, no gap!
I heard others say to try pilates, and yoga.
Natsuo, Misa Amane, Amu Hinamori, Alice, Chrome Dokuro, Eureka, Akane Tsunemori, Sasuke Uchiha, Karuta/Riri, Monomi, Aoba Seragaki, Fem!Noiz, Heroine (Amnesia), Love Colored Ward! Luka
Nonon (50%), Sei (95%), Fem!Trip (0%)
: SacAnime W'15 (Ririchiyo/Fem!Trip/Aoba), AX 2015 (planning)