Have you ever thrown a ball for your dog? Has your dog ever stopped and laid down under a bush in the shade? I have My dog needed to cool down. Dogs sweat by panting. They expell hot moist air from their lungs. This action cool their core. This is completly natural, the catch is, other bodily functions slow / are limited in the use of the body's fluids because cool take priority. Kidney and liver functions decrease. Again, all natural. the problem is loyality and and repeated occurrance of this situation. Dogs will do almost anything to make the owners happy and reducing bodily fluids to vital organs repeated can have long term effects of your dog's health.
Think of it this way; For years a man lays tile for a living. He works 40 hours a week and most of that time he is on his knees. After years of this type of activity the knees become sore and inflamed. The repeated process of putting weight on his knees has worn them out.
The same repeated process of withholding bodily fluids from the vital organs can have a serious affect.
You can protect your dog from playing and being loyal to their fault, but by giving them an abundance of water before playing will help mitigate the chance of longterm complications.