Jogging at a leisurely pace, I don't need to consciously think about the jogging process at all and my mind is free to think about the books I have been reading lately, or to listen to an information-dense podcast, or to plan out the rest of my week.
But that all changes if I switch to running at near my maximum speed for the distance I'm going to run. Then understanding a podcast becomes nearly impossible and/or it interferes with the running. Indeed, having any internal, verbal 'train of thought' is difficult, other than my internal voice metronomically saying 'left, right, left, right' in time with my leg movements.
FWIW, one set of snippets from Joe Rogan on YT included this statement: I believe academics underestimate just how mental it is to get through a hard workout.
Basketball is my favorite way to exercise and there is a lot of analysis of how to get my body to the right places to achieve a goal. Or how to deceive a defender and manipulate their body to the wrong place. Or simple shot mechanics or how to move my eyes so I don't lose awareness of other players.
I started dance because it's such a different way of moving my body that I never tried before. Figuring out how to do something and improve (even physically) takes strategizing.