I don't think it's a dumb question. I don't think it's something you should feel bad about, either. There are so many reasons why something like that could have happened. You can't pin it on something like that for sure.
I went into labor early, too. It happened while we were having sex. TheBF is convinced that he caused it. Maybe he did. Or maybe I shouldn't have been cleaning the house so much that day. I was proud of how I wasn't letting my pregnancy get in the way of being an active capable person. Maybe I was too proud and I should have taken it a lot easier, but there were so many things I wanted to get done before the baby came. Maybe neither of those things had anything to do with it. Maybe there were undetected risk factors. We'll never know. I feel bad that he blames himself and I wish that he didn't. I don't think he should. I think he should think that sometimes these things just happen and we can't predict or prevent them, so it's not our fault.
I found this list (below) on kidshealth.com. It was my first child, so I have no history that we could have referred to, but the fact that women who have had premature labor before are recommended not to have sex suggests that sex is considered a potential causal factor. If her doctor didn't tell the two of you that you shouldn't be having sex, I don't think it's something that you should have assumed was unsafe. All the pregnancy books and articles I ever read on the subject assured me that it would be okay, so it seems like there's more advice telling pregnant women that they should than advice telling them that they shouldn't.
When it's not safe:
If you engage in oral sex, your partner should not blow air into your vagina. Blowing air can cause an air embolism (a blockage of a blood vessel by an air bubble), which can be potentially fatal for mother and child.
You should not have sex with a partner whose sexual history is unknown to you or who may have a sexually transmitted disease (STD), such as herpes, genital warts, chlamydia, or HIV. If you become infected, the disease may be transmitted to your baby, with potentially dangerous consequences.
If significant complications with your pregnancy are anticipated or detected by your health care provider, he or she is likely to advise against sexual intercourse. Common risk factors include:
a history or threat of miscarriage
a history of pre-term labor (you've previously delivered a baby before 37 weeks) or signs indicating the risk of pre-term labor (such as premature uterine contractions)
unexplained vaginal bleeding, discharge, or cramping
leakage of amniotic fluid (the fluid that surrounds the baby)
placenta previa, a condition in which the placenta (the blood-rich structure that nourishes the baby) is down so low that it covers the cervix (the opening of the uterus)
incompetent cervix, a condition in which the cervix is weakened and dilates (opens) prematurely, raising the risk for miscarriage or premature delivery
multiple fetuses (twins, triplets, etc.)