I upped the level of intensity after completing the story. I was repeatedly considering to do it during the main story, but everytime the game threw sections at me where I had to do things like 50 squats in a row or holding a taxing position for more than 30 seconds. That made me refrain from turning the intensity up because I didn't want to die (slight exaggeration, but you know what I mean).
Now that I am playing the earlier stages of the game again, I can safely play at higher intensity. I have to do 1-4 additional repeats per exercise, depending on the exercise. That's not much, but it adds up over the course of a session. My heart rate (measured after each stage) is about back in the area where I want it to be, so I'll do another week at this level and see how things develop. I just wish I could enter a number for the intensity level manually instead of having to rely on the questions that I get asked which then determine the level.