There has been a great loss of tree cover worldwide.
The air is cooler in the shade.
The properties on my Florida street have probably lost over half their tree cover in the past ten years.
Trees pull water from the ground and lose water from evaporation from the leaves. When water goes from liquid form into water vapor form , energy is required for that molecular state change that is supplied from sun shining on the leaves and from the thermal energy content of the surrounding air. So when water vapor forms the surroundings lose thermal energy and become cooler.
When water vapor condenses into water droplets the thermal energy is lost and the surrounding air heats up. That is why clouds and especially thunder storms billow upward...it is the (relatively) warmer air rising. This is an important way that heat energy is transferred from the surface of Earth into the upper atmosphere where it eventually radiates into outer space as infrared energy.
So it is not just the shade that makes it feel cooler under a tree. The tree is helping to send thermal energy from the air into outer space.