You certainly can get a bit of a fever with heavy exertion, especially when it's warm - running to the gate in a coat or suit can do that. People have shown up to the hospital with temperatures over 40 C after exertion outdoors in the summer, i.e. heat stroke.

All the more reason I'm concerned that AC set their temperature screening threshold at 37.5 C - the main saving grace being that gun-style thermometers tend to more often underestimate temperature due to the operator holding it too far from the skin (my anecdotal experience), so there's some built in protection from someone with an actual temp of say 37.8 C from being denied boarding.