That is entirely incorrect.

If you look at actual, peer-reviewd studys many find benefits. SUch as this study which found sexual activity to be protective of mens health.

http://www.ncbi.nlm.nih.gov/pubmed/9448525?ordinalpos=6&itool=EntrezSystem2.PEntrez.Pubmed.Pubmed_ResultsPanel.Pubmed_RVDocSum

And this study which found that sex can have a slight protective effect against heart attack.

http://www.ncbi.nlm.nih.gov/pubmed/11812807?ordinalpos=1&itool=EntrezSystem2.PEntrez.Pubmed.Pubmed_ResultsPanel.Pubmed_DiscoveryPanel.Pubmed_Discovery_RA&linkpos=1&log$=relatedarticles&dbfrom=pubmed

I realize these studies failed to take into account the role of "chi", "energy", and "santa claus", but it appears they used more objective endpoints such as "death".