If by "listen" you mean by "blindly listen" (by the context of your comment it seems you mean blindly listen), this is absolutely horrible advice, and I wish people would stop repeating it. Even for most slightly non-trivial problems, physicians are often wrong in either diagnosis or treatment plans. In fact I've found physicians be some of the worst debuggers/problem solvers that I've ever encountered.
It seems like most doctors and your average physical therapist, lack the knowledge on what can be achived with a conservative approach. Just google what knee injury Connor McDavid (Arguably the best and most dynamic player in the NHL) had, and the sucessful non-surgical rehab protocal he went through. Most of his doctors were pressuring him to go the surgical route.
https://link.springer.com/book/10.1007/978-3-031-61794-2
Additionally, there is a nice set of problems that go along with the book:
https://cses.fi/problemset/