Hi, I had this for many yrs, and found out with ne strain I was getting them too, climbing the stairs while holding something...coughing, laughing...
ICP or intercranial pressure could be an issue do get a full check up....too many times people want to say migraine, but if it has a trigger, then something else could be underlying....
Do post an update : )
Another possibility is a cardiac etoiology. In some people with this defect, when the heart rate increases the heart does not get enough time to completely refill. Thus, although the heart rate increases the actual circulation of oxygen per unit volume of blood decreases. This may result in air hunger or "near black out". To rule this out a cardiac consult and a stress test would also be in order.
This is not normal, but it is not necessarily serious. When one is sexually excited the heart-rate and blood pressure goes up. This can be reflected in headaches because of poor microcirculation in areas of the brain, which may be due to genetic reasons or atheroschlerosis. You might want to consult a neurologist, who will probably suggest a dye-contrast MRA if you feel the symptoms are serious. This would determine if there are any blockages in the main blood vessels.