I've wondered the same thing and have come to the conclusion that one should NOT exercise, at least not fervently, when parasite cleansing. Exercising breaks down the body, it doesn't build it up. When you run a marathon you feel tired and worn out at the end because the body has broken down. It's resting and proper nutrition that build it up later. This cycle is excellent when healthy, but IMO doesn't allow the body to heal while parasite cleansing. It creates too much physical stress. The energy spent on exercising and rebuilding could be better used to heal the already afflicted cells.
Occasional light exercise, however, would probably be beneficial while parasite cleansing. Get the lymph flowing and the blood moving. This may even accelerate the cleansing process. I'm normally very active, so I just do the occasional light exercises mostly for my sanity! This includes walking, short jogs, light weights. no more than 10-15 minutes of low level exercise.