Here's a common train of thought: "Short men should avoid working out too much, it'll just make the body seem stumpier. Even if lifting is a genuine hobby, be careful about getting too big, we all know how important looking tall is."
Now here's my version: "People in South and East Asia should avoid going in the sun too much, they'll just look darker. Even if you enjoy going to the beach, be careful about getting too dark, we all know how important light skin is."
Seriously though, it's either the "you'll look shorter" line (which is basically just saying "you'll look uglier"), or "built short men are clearly compensating for their height." It's also funny how people act like short men have never heard these lines. I'm sure those professional short bodybuilders are oblivious to how the general populace views them.
The real reason society dislikes stocky men is because these are the ones who stand a better chance at defending themselves. I'm not even talking about merely thinking it's less attractive, I mean people genuinely get angry and bothered when they see a muscled out short man walking down the street. It's the same reason people hate on a short politician, teacher, officer, boss, etc. and harks back to the "Napoleon Complex/Short Man Syndrome" labels. Society simply believes short men are not allowed any semblance of power, whether it's literal (like a muscular physique), or figurative (like an authority position). People talk about how fat short men are ugly, but there's never as much ruckus compared to muscular short ones. Even though the stockiness isn't so different, mere fatness doesn't convey power, so there's less anger from society.
No matter how much other cultures are prejudiced about height, they do not accuse short men of compensating. From what I've seen of India for example, many short actors get buff and they don't receive any heightism about it (these two are 5'5 and 5'7 respectively). They're also allowed to play the role America typically reserves for tall men like Chris Hemsworth, The Rock, Hugh Jackman, etc.
On a personal note, I've had an interest in comic books and wrestling since I was a kid, so naturally I took an interest in powerlifting and combat sports. My recommendation for short men is to do whatever pleases them. If you want to be skinny, ripped, bulky, whatever. The problem isn't one's stature or worrying about "confirming" derogatory stereotypes, the real issue is how much this culture dislikes strong short men. Legends like 5'8 Hepburn or 5'6 Assirati did not worry about "getting too big."
If you would like to read more about the differences in culture and stereotypes about short men, click here.
