This is a very complicated question with many answers, however, I can at least give some insight as to why it happens from a pelvic health standpoint. Here are a couple of reasons:
One reason can be pelvic floor weakness.
Your pelvic floor is a sling that supports the bottom of your torso, including your bladder. If the bottom of that pelvic sling has trouble “springing back” or activating to support the activity you are performing (read: running, HIIT training, baby air-planing) this can make it easy for pee to leak out. Your pelvic floor muscles surround openings including your vagina, urethra and anus. Pelvic floor physical therapy helps train those muscles. Making sure those muscles know how to contract for support and relax is all part of strengthening your pelvic floor to allow less leakage or even none at all!
Another reason a person could leak with exercise could be difficulty coordinating core movement.
So contracting your pelvic floor all the time doesn’t make you have a super human pelvic floor!? Short answer, no. It’s super important for your pelvic floor to go through its full range of motion. Contraction AND relaxation are important to coordinate with your breathing. Your breathing is mostly regulated by your diaphragm (aka respiratory sling) which is the top sling of your torso. When these muscles work together, they regulate pressure in your abdomen and can help control the pressure on your bladder which in turn could reduce leaking.
A third reason could be a decreased endurance.
Doing something well one time is great! Doing something well multiple times takes practice (and is also great). When I hear endurance, I think time. How long will this strap last with all the stuff I jam into my bag? How long can I run? How far can that ant walk carrying something 30x its bodyweight (unscientific fact)? In any of these scenarios, something is doing a lot of work over a long period of time. Same holds true for your pelvic floor muscles. Awesome, they can contract and relax amazingly! Now let’s train to do that repetitively. Rushing to the door at the end of the day does not have to be leak provoking. Getting through the whole 45 minute workout without peeing your pants is possible.
Lastly, leaking could happen because exercise puts A LOT of stress on your body, including your pelvic floor.
This stress can be present with or without a pregnancy or delivery which is why pelvic health is so important in a woman’s standard of care. Going from sitting to standing puts more pressure on your pelvic floor than carrying 10 pounds. A normal act of sneezing can feel like you just got in a water balloon fight. (Quick aside: my first postpartum sneeze was almost transcendent. I think it’s what pushed me to talk so much about people’s pelvic issues). Getting a pelvic floor physical therapy evaluation if you experience any of these things is within reason, is advocating for yourself and taking care of your body. Peeing with activity is common but not normal. It is something that can be improved with the help of a pelvic health team of practitioners, one of which can be a pelvic floor physical therapist.