The low humidity is the make-or-break element. It’s dry that way out in Palm Springs, CA, too. It can be 120 degrees, and stepping into the shade makes a huge difference. Where it’s humid, shade makes very little difference as that moisture in the air just carries the heat everywhere.
I grew up and lived in the extreme heat and dry air of the southwest most of my life. It was very tolerable.
But now I'm retired and dying in the heat and humidity of the southeast. It is insufferable.
Current heat and humidity on my farm here in Florida is 90 and 92. You can cut the air with a table knife.