When exercising, oxygen demand increases. Heart rate increases, breathing rate increases, and depth of breaths increases. Some people experience yawning during exercise. What reasons would that happen, or what is its purpose if only some people experience it?
I have looked and found a variety of theories, like cooling the brain, but can't seem to find a good source for what has the strongest evidence. This article for example only touches on some theories: https://www.health.harvard.edu/newsletter_article/By_the_way_doctor_Why_do_I_yawn_when_I_exercise