Exercise doesn't prevent COVID-19. Implicit in her claim is that vaccines aren't needed.

Misleading information about COVID

At least 3 out of every 100 COVID-19 patients have a complication called ARDS. Exercise might be able to reduce the impact on them. But there appears to be no credible evidence that exercise prevents patients from getting COVID-19.

Q anon conspiracy pusher demonstrates a factually incorrect way to protect yourself from Covid through CrossFit

Exercise does not offer protection against COVID-19. Wearing a mask, staying socially distant, washing your hands, and getting vaccinated are the best ways to protect yourself and others.