I get a cough sometimes after an intense ride. I'm probably wrong but I like to believe it is caused by parts of my lungs being used that don't usually get used and my body is just clearing out any "debris" that is getting into the normally unused nooks and crannies.

As a former long-time heavy smoker (no cigarettes in 18 years), I will take an exercised-induced minor cough any day compared to the coughs I had when I quit smoking (and couldn't exercise much).