The simple answer is, yes but we all know things aren't usually simple in medicine, are they! So, let's explore this in more detail.
A study coordinated at McMaster University and published in the Journal, Circulation, accumulated data from 52 countries looking at people having their first heart attack. Among other things they asked the over 12,000 participants what they had been up to in the hour before the heart attack happened. A significant number mentioned being angry or emotionally upset. Similarly, a significant number said that they had been engaged in heavy physical exertion. Those who had both, were even more likely to have that first heart attack.
From a basic, biology-of-the-body perspective, this makes perfect sense. Getting very upset, screaming in an argument for example, raises your blood pressure and makes your heart work harder. So does heavy physical exertion and certainly combining the 2 could be expected to raise the risk more, as this data seems to indicate.
So, is it really dangerous to "blow off steam" by working out when you're emotionally upset? It depends on how hard you're working out. Going for a walk to calm down or doing your normal exercise like a reasonable jog are probably okay but pushing yourself hard is not.
There are other key messages from this study. Before blowing your stack take a deep breath and count to ten. Extreme anger is not good for your body. Regular physical activity is good for you but heavy exertion, think snow shovelling for example, especially if you push hard and especially if you are very angry, is also not good for your heart. If you want to blow off steam don't push yourself beyond what you would normally be doing.
And lastly, if you have any symptoms suggesting a heart attack in the period after an argument or heavy exertion, do take them seriously.