How is high blood pressure bad for you but exercise isn't bad for your cardiovascular system (like blood vessels)?

I understand that exercise will increase the strength of your heart muscle (I think?) making it more efficient.

But as far as the blood pumping through the veins, how is that any different than if someone's blood pressure was just high? I've read that high blood pressure can weaken/damage the inner lining of blood vessels increasing the risk of a stroke later on in life, and I don't see how that would be any different with exercise.