Testing once before you exercise gives you a snap shot of what your BGL is at that particular point in time.
However if you test twice you can get an idea of how your BGLs are trending - are you heading up? Are you heading down? If you are on a pump how much active insulin do you have on board? Do you need to complete a correction, or further reduce your basal rates?
If you are on a basal bolus regime do you need to eat some additional serves of quick and/or long acting carbohydrates before you start exercising?