Apparently, there's some good mountain biking in the area. Here's a spot to rent bikes.
Moderate desert coastline hike where you could get some good viewing spots to see some whales breeching.
Pretty great overview of goods that Todos Santos and surrounding area has to offer. Downloadable maps also here: https://www.cienpalmasmx.com/experience-todos-santos-todos-santos-maps
Looking up hotels and places to stay, it is quite clear that Todos Santos is a mecca for yoga retreats. Here's a link to one of the studios in town.