Q: Why is it bad if you exercise for a long time, and then immediately stop when you're done, instead of walking around for a few minutes?

A: Cooling down (along with stretching) after exercising is useful in preventing or reducing the eventual muscle soreness. It also helps flush the blood carrying lactic acid (which is a byproduct of muscles doing work at high intensity) along with any other byproducts of muscle metabolism out of your muscles allowing them to start recovery.