The biggest problem with exercise in CFS is that it typically triggers a flare-up of symptoms. So if you can exercise without causing a flare-up, I would say definitely get as much exercise as you can! What usually happens in CFS is that patients get severely deconditioned, for lack of activity. It's like, the more we exercise, the worse we feel, so we avoid getting exercise. At the age of 40, after being sick for 15 years, and diagnosed for 5 years, I already had some very obvious muscle wasting. There are other factors for me, which contribute to the wasting, but lack of exercise is an important factor.
So even though you don't see any improvement in your condition, exercise might either prevent or slow your decline. I hope this helps