Humid heat is more uncomfortable, but dry heat is more dangerous.
However, people quickly try to improve conditions on dry heat (or die) but humid heat is livable so sometimes people just live there under bad conditions.
1.The desert doesn't get cool in the city at night, you're lucky to have a 5 degree difference during the 115 degree summers.
2.The humidity keeps the numbers down.
3.I have lived in humid & dry heats & I have never worried about heatstroke in a humid climate. I constantly worried in the dry.