Exercise in pregnancy is associated with several benefits: - lower weight gain - lower risk of pregnancy complications such as gestational diabetes, high blood pressure (hypertension), preterm birth, low birthweight - higher chance of vaginal delivery
Avoiding co-morbidities such as excessive weight gain, diabetes, hypertension, and cesarean delivery may greatly improve the chance of the pregnant woman not getting critically ill and at risk of morbidity and mortality from COVID-19 infection. Moreover, exercise is well-known to boost the immune system; COVID-19 infection may be best prevented with a healthy immune system.
Some exercises that are safe in pregnancy: - walking - stationary cycling - light aerobics - dancing - resistance (e.g., weights, elastic bands) exercises - stretching exercises - hydrotherapy, water aerobics this is a partial list... the list of all safe and studied exercises is too extensive to publish!
References
Berghella V, Saccone G. Exercise in pregnancy. Am J Obstet Gynecol. 2017 Apr;216(4):335-337.