I was exercising (zumba) on the day my baby stopped developing. could this have caused my blighted ovum if genetic tests of the sac came back normal?

No: Exercise is good, and doesn't bother a normal pregnancy. Women have had to work or otherwise exercise during pregnancy since the beginning of time. Life is not perfect, so if a defective fetus is created, the woman's body has the job of shutting down the pregnancy and getting rid of the embryo or fetus. That's how nature does its amazing work, both in humans and in our pets and animals.