Does it matter if it's in your head or not, if it helps. Makes sense to me though, when my parents argued my dad would go for a walk and come back calm. Loads of people do it.
Well couldn't find it in B & S, but the answer is yes there is a medical explanation. Exercise, and other things like eating chocolate would you believe, release endorphins into your body.
I guess the pace and breathing fresh air calms you down.
Did your parents walk you lots when you were little? i find being driven about and just getting on a bus with my headphones on calms me, my parents used to take me out in the car to get me to sleep when I was little.