The muscle that you use to start and stop the flow of urine is the PC muscle. You don't have to be urinating to exercise it. You can do about 15 reps, 2-3 times a day until your PC muscle becomes so strong you can crunch walnuts. It is the best thing you can do to exercise your vaginal muscles. It helps in vaginal health, orgasm, and with uterine prolapse.
Sex is very good for health in general.
It provides some basic human connectivity. It provides a deep level of relaxation and it is fun if done correctly. So as long as you don't transmit any diseases and you are having fun, it's pretty healthy. There is, but it depends on the culture and depends on the woman. That notion was put forth by Kinsey in the 1950's, but that was a time when women usually didn't have sex until they were married and it took them awhile to get comfortable with sex.