The presence of liquid sweat means that the sweat is being produced faster than it evaporates, and so it will not provide optimal cooling. Over-heating due to heavy exertion can be very dangerous. In extreme cases, muscle tissue starts to break down due to the heat and the bloodstream becomes flooded with the byproducts. This can overwhelm the kidneys and cause them to shut down. Though this is obviously an extreme example, care should be taken when exercising in very hot conditions.
Bone is stronger under compression than under tension.
Your muscles help stabilize your bones against stress fractures. Intro to rotational motion.