I thought MSM is an abbreviation for male homosexuals and bisexual men, if sexually active.
Is that wrong?

Of course all members of a group are different.
It does not need saying.
Of course many are not sexually active.
It does not need saying.

The agencies refer to some groups as high risk and needing testing without feeling the need to specify "except those who do not engage in high risk behaviour" because it does not need saying.