The increase in BG levels is temporary, may last couple of hours. It is directly related to your HR and HR zones. The higher the HR during physical activity, the higher BG may rise, especially when your HR gets close to what's called an anaerobic threshold. If you are not used to physical activity and are generally unfit, your HR may go up quite high, despite low/moderate intensity of the exercise. The more you exercise and fitter you become, the better it'll get. Just give it time and it'll settle down eventually.