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I have lived in the desert my whole life. So I guess I'm an expert now. I can tell you that it's hot as fuck and it can still kill me. No amount of planned "exposure" is going to prevent dehydration or heat exhaustion.
Lack of humidity in the air is a big problem, but op does have a point. As a person living near the equator I'm surprised by how many people are intolerant to temperatures which I find comfortable.
I've heard too much humidity is a bigger problem. Keeps your body from being able to cool itself down with sweat, making you likely to overheat. With desert heat you're probably fine if you have water and shelter from the sun.
Mostly.
What really matters for hyperthermia is the "wet bulb" temperature. Basically, the temperature you get when you wrap a thermometer with a wet cloth, simulating the cooling you get from sweat.
120° F with 5% relative humidity is a wet bulb temperature of about 69°.
Large swaths of the earth will be made inhospitable to humans because of a deadly mix of high humidity and heat. Our society needs to to accommodate this and develop shelters, otherwise our streets will be littered with the bodies of homeless and working poor who were forced to brave the outside.