Well, it was obvious to me when I started dry-heaving after going on a morning run without eating first. It was a distance/pace that I never found particularly challenging under normal conditions. It's interesting that other people seem to have no problem exercising on an empty stomach.
Does your dry heaving mean anything other than you were feeling stress? Or that your abdominal neurons were disoriented?
If you're not used to it it might feel weird. But you absolutely can do intense exercise without eating first.