Additional calories from exercise

MFP is set up so that you are at a deficit before exercise - meaning if you eat to goal without loggin any exercise for the day, you'll still lose weight. That's why they add your exercise cals to your daily goal when you log them - they expect you to eat those back or you are creating too large of a calorie deficit.

Food is fuel - eat too little for too long and you end up exhausted, burnt out, and weight loss stalls - you give the body a reason to store fat rather than burn it. If you ate 1500 cals yesterday and then burned 1500 through exercise, you basically left your body with a net of 0 calories to run on, and that's no good.

Solutions are to cut back on the exercise so you don't have such a huge amount of calories to make up. Or, eat more calorie dense foods - nuts and nut butters, avocados, full fat dairy, no low fat or "diet" foods, olive and coconut oils, etc. These foods pack a lot of calories into smaller portions, so you don't have to eat a ton of them to get good nutrition.

Great article here: http://www.shapefit.com/overtraining-exercising-too-much.html

Yes, I do... but that's because of how I log/calculate my goals.

There is a reason why you should or shouldn't... it's not personal preference or an arbitrary decision as many would have you believe.