To expand a little bit, Jory, you're from Florida, land of high temps and high humidity. In Arizona and most of the Southwest, temps can get very high, but the humidity is usually very low. For many people -- I'm definitely one of them -- high temps plus high humidity can be very uncomfortable. On the other hand, higher temps are more tolerable if they are accompanied by low humidity.
So, yes, even though temps can often be in triple digits in the Southwest in the summertime, it's a lot more tolerable than the same temp with higher humidity. It's kind of a running joke that going through a 115-degree day is no problem, because "It's a dry heat."
I've visited the Southwest many times, and I love the low humidity, but 115 is still hot, too hot for me to be comfortable. But I can say I would take 100 degrees with 10 percent humidity any day over 85 degrees with 75 percent humidity.