dr said no sex??

So I am 30 weeks pregnant and changed drs because I recently moved. I have had absolutely no complications throughout this pregnancy and yet this new dr informed me that I can't have sex because it can cause preterm labor (I thought this was a myth?). My SO was there and is taking it so seriously and I feel so frustrated. All I remember reading about is that sex is fine unless you are at risk for problems...which I haven't had. Anyone else have this problem? It's upsetting me enough that I want to see another dr for a different opinion.