Balancing cardio with strength

Hi. Lately I've been running into an annoying problem of trying to do a challenging cardio workout but the endurance of my muscles fails before my cardio feels challenged. For example, if I am running, my legs feel tired before I feel my heartrate has been raised significantly, I do a lot of martial arts and do a lot of rounds on the heavy bag but I feel my legs and arms get fatigued faster than my heartrate and breathing. I've tried bouts of steady state training, as well as various intervals including HIIT. I think I've been blessed with good recovery when it comes to cardio, but is there something I'm missing here? Should I be working on muscle endurance? Or do I just need to find a different type of workout that I've never experienced before? Any insights are welcome!