Yes, all addiction is inherently harmful because it means a concentration on one thing to the detriment of everything else. These are compulsive disorders. An exercise addiction would mean the person has an unexplained urge to exercise to excess for unreasonable lengths of time.
This may happen because of body image or eating disorders and involves a Dangers include a tendency to insomnia and interruption of normal menstruation cycle in women, as well as increased likelihood of injuries. The risk of dehydration is detrimental to kidneys and liver. The effect of exercise addiction can cause a weakened immune system, as well as a natural blight on relationships. Coaches may help considerably, but really it is a mental health issue.