When you feel stress or fear, your body releases hormones that act to increase blood pressure, blood volume, glucose levels, decreased urinary output, decreased metabolism, and many other things. This is the flight or fight response from the sympathetic nervous system. When that happens all the time, it's effects are constant. Chronically high blood pressure (like if you're stressed often) causes damage to your arterial walls, which makes them less stretchy, so your heart has to work harder to pump the blood through your body. Chronically increased blood sugar can lead up insulin resistance, which means your body won't be able to regulate it's blood sugar as well. Chronically reduced kidney function affects your fluid levels and electrolyte balances, which every other system in your body rely on.

When you exercise, those reactions don't happen, the hormones aren't released because you aren't activating the flight or fight response. So the exercise may increase your blood pressure/rate for a time, but it's temporary (even if you work out regularly, although there is new evidence that long distance running actually negatively impacts cardiovascular health). And those other organs are not being affected by the hormones released by stress.