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You may or may not have done the same amount of work. Recall that the way we define work is basically force x speed. Heart rate is only tangentially related to that.Ah.... OK that makes sense. So with cycling, more of the work goes directly to making you go, whereas in running it might be moving the arms, bobbing up and down, etc.
Also makes sense. Sounds like this is the efficiency that increases in runners as their tissues become more adapted to running, so an experienced runner of the same bodyweight puts out less work to go the same distance. And this doesn't apply so much in cycling.
So, a follow-up question... If I run for an hour with my HR at 140, and cycle for an hour with my HR at 140, have I likely done the same amount of work and/or burned the same amount of calories?
But you raise an interesting question, and you could add less common activities like rowing, cross country skiing, etc, where a given participant could perform for an hour at a given HR.