Is it normal to have frequent urination worsened by physical activity?

Be seen. You may have overactive bladder, but may also have other conditions that need to be addressed.
Not necessarily. Here are a few possibilities. Frequent urination raises the question of a urinary tract infection. Not sure if you're a woman or man, but weak pelvic floor muscles could play a role & explain the worsening with exercise. The bladder itself can be irritated by a variety of things which can cause frequency. The nerves and muscles controlling the bladder can have problems. In men prostate problems...