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Not at all. I often visit a sauna that has a low humidity 110-115 °C. 10 to 15 minutes is OK. Air has a very low thermal conductivity.
During the Apollo program, a NASA experiment was shown on TV in which a military volunteer sat in a large oven as the temperature was increased to the point where he could no longer stand it and was instantly removed.
My recollection, which I think is accurate, is that the stated air temperature at the time he was removed had reached 600 °F.
Besides the low thermal conductivity of the air, the cooling effect of sweat can apparently protect one from quite high temperatures for short periods.
600 °F is amazing! Thanks for that little anecdote. I wonder at what point the hot air would hurt/damage the respiratory system? That’s probably the short-term limiting factor. I know how it’s hard to breathe for a short while when going into a hot steam bath. It hits your lungs and just chokes you.