I think it'd be a great idea to perscribe physical therapy for people who need to exercise. Especially for the highly inactive who may not know how to start, and haven't made it a routine. That would send patients to a therapist who would help make sure they aren't doing more than they should and that they're working out correctly, and also provide the doctor with feedback/monitoring of their progress.
The problem is that in the US no doctor is going to do that because no insurance company will pay for it. In the US even people who have serious injuries and need physical therapy to recover properly from them often can't get their insurance to pay for physical therapy or to pay for enough of it (for example insurance might only cover 3 sessions when they need 12)
Insurance companies would rather have doctors print out a a few sheets of paper that kind of explain several exercises (maybe with a couple black and white pictures if you're lucky) and then expect the patients to figure it all out on their own at home, in the exact same environment they have been in, surrounded by distractions, and with no one to help them which leads to poor compliance and zero data to give back to the doctor.
Insurance companies are criminally stupid in this sense. They'd rather not pay for things that would make people healthier like physical therapy, preventative medicine, medical tests, or even gym memberships, even when by not doing those things it will clearly end up costing them more down the road.