People in the Sahara (and other deserts) dressed for the weather. It's not comfortable by modern standards, but people were able to bear it with the right clothing to keep the outside heat out.
Humidity is a killer in high temperature, you do not have to deal with that in the desert.
Well, Phoenix is an arid desert.
Which makes me wonder, how would 120 feel in Florida?
Not as hot as an actual sauna, I'm sure it'd be fine. ;)
Like Mercury on a foggy day.
As true as that is, even those that live in a desert would limit their activity on especially hot days. At some point even camels are going to refuse to cooperate.