Why has 'having sex' suddenly become 'sexually active', where does this terminology come from??

No idea, but sexually active seems usually to be used when speaking of birth control and protection against STDs. Plus I guess technically "having sex" sounds like your having it right now, while "sexually active" means you might be having sex at some time or another.

I guess there are some among us who do not have sex despite being in a relationship, they would be sexually inactive.

that makes me very sexually inactive then 8-) ie. A human adult freak.