This.
But if you really want to be specific about it, like have a hard and fast rule that you can refer to, "strenuous activity" is defined medically as activities that burn more than 350 kilocalories per hour (at least, in healthy individuals with no significant cardiovascular or pulmonary conditions).
That includes sex. It does not include lockpicking, unless there's a treadmill slap up against the entrance. (Hm, there's an interesting trap...) Or perhaps if you were the locksmith that answered the call at the end of "Robin Hood: Men in Tights."
With all that said, I'd much rather go with the common sense rule because the idea of D&D characters counting calories is incredibly off-putting.