Is there a phrase for people who love getting physically tired?
I tried to search it on the web but couldn't find a proper term for this particular personality type.
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In the same vein as adrenaline junkie we have fitness junkie or exercise junkie. Neither appears to be in male dictionaries but fitness junkie at least has been used for years including in newspapers. The exercise- variant seems a better fit in your case though.
Is worth noting that junkie as [with modifier] A person with a compulsive habit or obsessive dependency on something. (Oxford) is established.