I'd like to have the screen stay on while I'm actually doing an exercise. It's nice to not require an exaggerated look-at-my-watch gesture to glance at my heartrate. Fortunately, there's an option right in Samsung Health settings to do that: Keep screen on during exercise.
Unfortunately, any other notification makes the device act like that was turned off. I go for a run, halfway through I hit my steps goal for the day, and there is a nice notification telling me so. That's great, but then the screen turns off unless I do the look-at-my-watch gesture. The screen no longer stays on.
I can correct that in the app on my phone, by turning off the Keep screen on during exercise setting, then turning it back on. This is a minor annoyance, certainly, but it's also obviously a bug. Here's hoping Samsung can fix it in an update soon! Please respect the Keep screen during exercise setting, even after notifications!