I'm not a Vet, but my guess is a combination of adjusting, and genuine anxiety. Exercise is without question an important component of coping with anxiety, but you might have a conversation with your Vet about the possibility of some anti-anxiety meds, for a defined period of time, to assist with the adjustment period. Once you have his behavior under better control, then work with your Vet for a program for slow withdrawal. That would be my approach.