A lot of this "take it easy" stuff comes from some very old thinking about pregnant women, way back when we weren't sure why women and their babies were dying of childbirth, and when there was absolutely no research or understanding of women's health.
Way back, we used to not even go for walks when we were pregnant. Obviously, this was mostly the upper and middle class, as the lower class couldn't afford to sit around (and were, unfortunately, subject to higher death rates). They wouldn't go for walks, wouldn't cook or clean, nothing. They wouldn't even touch animals. Suddenly, you went from some activity to NOTHING.
We still have a pretty loose understanding of women's health, especially during pregnancy. I'm not sure why, exactly, but our healthcare continues to be fairly male-centric in how things work with our bodies and brains, so pregnancy becomes a mystery in that world. We have a BETTER understanding of it, and mother/infant death rates are at an all-time low, but still... we have holdovers from those times.
The idea, I think, is that when we are pregnant, all of our energy (especially physically) is going to creating the baby, and that we are suddenly supposed to become entirely encompassed in this. Getting also into the psychological world, I think it is seen as selfish, somehow, that a woman who is to be a mother (or, a mother) would still be doing the things that SHE loves, rather than focusing all of her energy entirely into the baby or child she has.
We put a serious amount of stress and expectation on mothers in our society- I know that, in the US, there isn't any kind of paid maternity leave, even if the expecting mother is in dire need (perhaps a high risk, or suddenly requiring medical attention). We expect them to be constantly happy about the baby, constantly excited, as if emotions are somehow going to work to our will. We still expect them to care for their household and their partners (if any), and to be glowing and serene. Once the baby comes, they are simply supposed to pick their lives up immediately where they "left off" since becoming pregnant, with the addition of caring for another human being. And, also supposed to "drop all that baby weight," among other things.
Like I said, there is very little known about how women's bodies work, in the medical world, and especially in the normal world.
These people are simply ignorant, and working off of old assumptions and beliefs.
I think that, if you can exercise, pole dance, go for walks or runs, anything... do it. If it keeps you happy and healthy, do it. Be kind to yourself. The best way to model for your child how they should take care of themselves is for you to take care of yourself. Simply dropping that for 9 months is going to put a fairly lengthy damper on that self-care.
