Jun 6, - The loss of the mucus plug (bloody show) merely means that you probably will start contractions wihin a few weeks. You can continue to have sex and go swimming." That is an answer from a doctor on medical site. My doctor, too, said it was fine as long as your water isn't broken. Some pregnant women may also lose their mucus plug after a cervical exam, which can cause the mucus plug to dislodge, or during sexual intercourse, which can cause the mucus plug to loosen and break free.