there really is no reasonable chemical or biological explanation for such. Most likely its psychosomatic. a reaction associated with an event, even with removal of stimulus (the agent- in this case thermorexin), the reaction still occurs when engaging in the event.
now a very unlikely and probably quite unreasonable explanation would be that some aromatic fraction from one of the ingredients was stored in your fat, and exercise increases the release of it. While this is "theoretically" possible, its extremely unlikely. Especially to the extent that you describe.
the mind is a powerful thing and it can convince you that you have an odor that does not exist, it can even produce chemicals that might mimic that odor (though thats also less likely).
has anyone else commented on you having a "t-rex-ian" odor? secondary confirmation could help to narrow the explanation.