When we think of exercise we often think of things that require a gym membership. But what is exercise? If you do a general search, you will see that the consensus is that it is some form of physical activity that helps to improve "your" overall health and wellbeing. Exercise is going to look different for everyone, and that's okay. Nowhere does it state that you have to be able to complete a triathlon.
Exercise can be categorized into three categories: mild, moderate, and vigorous. In order to get the optimum health benefits, exercise should be moderate (150-300 minutes a week) or vigorous (75-150 minutes a week). So where does sex fit in? On an average, sex is a mild-moderate intensity activity. You burn the same calories as you would when walking the course to play golf, 5 calories a minute. That may not sound like a lot, but when added on to the other forms of mild-moderate intensity physical activities that we often forget to think about (i.e. sweeping, walking the dog, dancing, yard work), the numbers begin to add up.
If that isn't convincing, consider this...men who have 3 or more orgasms a week decrease their chance of death by 50%. Women also benefit; better sleep, decreased blood pressure, immediate pain relief, decreased anxiety and depression, better immune systems, and the list goes on. But don't just take my word for it, read the studies at Harvard and OHSU for yourself.
The next time your provider tells you to exercise, don't forget to add safe sex to your numbers and don't be afraid to go home and let your partner know that you're only trying to follow doctor's orders.