how rude is it to tell a pregnant woman that she will be having a hard time with labor and delivery?

A few months ago, we met a couple and got along with them so sometimes, we go out together. Both are nurses. We shared them the news when we got pregnant when we reached our second trimester and they were happy for us.
Since then, both of them have been telling me that I need to walk for exercise. And I did, but not regularly. I got to walk twice a week when I take the bus going to school (I was taking a refresher class) from our house to the bus station and from one station to another then from the station to the classroom which is on the other side of the block from the bus station. All this walk while carrying 10lbs worth of laptop and notes. During days when I have no class, I do assignments and laundry and clean the house. So, sometimes there is no time for me to walk, especially when finals was coming.
Now that class is over, I have been doing a lot of rearranging around the house to make room for our baby's stuff because we live in an apartment, baby has to sleep with us in our room. All the rearranging gets exhausting and I can't even move too fast because I get tired fast.
Is this not enough exercise for a pregnant woman? Because every time we see them they would ask if a go for walks and I say no because I am busy with the house and they keep saying that I should walk which is fine. But last night, I got so pissed when they told me that I will have a hard time with labor because I don't walk around.