Not the Time
There’s a time and place for everything, and pregnancy isn’t the right time to tell your wife she needs to start working out. That could’ve worked before she was pregnant if you choose the right words and the right moment – but once she’s pregnant, that ship has sailed.
Yes, it might be important to exercise during pregnancy, but that’s not the right time to bring it up. Getting out of bed in the morning and putting on shoes is nearly impossible – so exercising? That seems like a lost battle. We can only assume this husband has never brought up the subject again.