Not originally, but at 8 or so weeks I started bleeding and was put on pelvic rest (no sex). They attributed the bleeding to the progesterone- something about it drawing blood vessels to the surface which make them more likely to burst. They also said progesterone can really irritate the cervix. When I Googled I found many forums/women with similar stories.
So not knowing your history I'd say do what they told you until you can ask your new provider, but if it was just a blanket statement not based on your history then I'd say you are fine. It wasnt until I started bleeding that they told me no sex.