> thinking hard does not burn significantly more calories

Up to 50 Cal extra over ~2 hours of intense thinking IS significant given brains consume 240-400 Cal over 24 hours.

> Start thinking hard, and watch as your heart rate does not increase.

And yet you soon get tired and slow down. Now try the opposite. Stretch or punch the air a few times to get the heart rate going. You'll sustain brain performance for longer. Try it.

Perhaps the problem is that higher brain activity SHOULD trigger heart rate increase, but doesn't due to one of many design defects of the human body.