I hear that the heat in Arizona is actually a dry heat without all the humidity that the other states has. The humidity in the air is what makes the heat unbearable.
I know I can take the heat of my house if it's in the 100's F when I have my furnace running in winter. But if I let my house get to 100F in the summer time from just the summer heat outdoors then I can't stand it and am sweating like crazy.
When you heat your house with a forced air furnace or wood stove etc then the heat in your home is dry heat.