Why does skin temperature increase as the intensity of exercise also increases?

Because in order to carry on all of that intense exercise, your body is burning a lot

of fuel. Part of that metabolism becomes useful mechanical energy, the rest becomes

heat, and all of that heat has to be dissipated somehow so that your internal organs

don't become pot roast. Blood carries the heat to the surface, where it dissipates into

the air. If even more heat has to be shed, then sweat begins, in order to take advantage

of the heat lost during evaporation.