Let's talk about what happens to your cardiovascular system should you happen to hop off the treadmill and directly into bed:
We'll use running as an example. The harder you run, the more oxygenated blood is required by your leg muscles, so your heart compensates by pumping more blood out of the heart and down to the working muscles. This is called cardiac output.
The blood that feeds your working muscles must then return to the heart to be re-oxygenated. This happens by way of "skeletal muscle pump." Your working muscles actually help pump the blood back to your heart.
When you exercise at high intensities your muscles require more blood to be pumped to them than if you were, say, walking. Likewise, the heart will require that blood to be sent back to it rather quickly so that it can be cycled again and sent to the working muscles.
When you abruptly stop rigorous exercise, your muscles stop pumping blood back to your heart (called venous return.) This causes the blood to pool in your legs and can make you dizzy, nauseous, and cause muscle soreness.
It's always best to allow yourself a cool-down period after intense exercise to prevent blood pooling and all it's nasty side effects.
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