Sex often triggers UTIs in women. In older days, "honeymoon cystitis" (cystitis = bladder infection) was a common term for UTI in newly sexually active women. It's not an STD, i.e. your partner isn't catching UTI bacteria from you. Instead, she is colonized in her vagina with UTI bacteria, which are "massaged" into the urinary opening during sex. Other things can influence it. For example, some strains of E. coli (which we all have) are more prone to colonize the vagina and cause UTI than other strains. Also, sex-induced UTI is more common in diaphragm users than other women. (Diaphragms increase the chance of vaginal colonization with E. coli and similar bacteria.)
That said, chlamydia and gonorrhea can cause UTI symptoms, and if her doc recommended you be treated with azithromcin and doxycycline, he might have been worried about that possibility. You should ask whether your partner was tested for STDs and whether the diagnosis of UTI was definite.
But most likely it's just recurrent UTIs due to sex. Women with that problem often are prescribed periodic low dose antibiotic treatment to prevent infection. Sometimes that's done after sex (one of my professors called it an after diddle mint), or something like 2-3 times a week. I speak from personal as well as professional experience here: my wife once had the same problem, which finally went away after a year or so.
Bottom line: You and your partner should speak together with her doctor to make sure the STD bases have been covered. If they have, you do not need to keep taking antibiotics. If her doc isn't on top of all this, ask for referral to an infectious diseases specialist.
Good luck-- HHH, MD
Also, just doing a urinalysis won't pick up most STDs. Doctors have to be told to suspect STD in order to be sure the proper tests are done.
Your gf could also try drinking cranberry juice regularly--the 100% cranberry stuff if possible (not just 100% juice). Probably more importantly, make sure she's very aroused and very well lubed before even considering intercourse. Always use a good waterbased lube, preferably one without glycerin. Slippery Stuff is one of many you'll find in good online sex toy stores, and Wet makes a glycerin-free lube you can find everywhere.