I find it difficult to do anything intellectual while exercising at a relatively high intensity. What intensity are your workout sessions? But perhaps review is different than trying to absorb a new concept?
Increase intensity beyond that point and your brain's information processing ability drops below baseline.
I've found this consistently true. At lower intensity cardio for example, I can watch educational youtube videos or follow along a movie. At high intensity, I can't even watch an action movie and follow the plot. I have to switch to music and/or a sports action video (no meaningful dialog).