Combine that with jungle-savvanah-desert "exotic foreign wilderness" conflation. The jungle you really do dress scantily for given humidity, temperature, and most importantly the exact opposite thermal mass situation. There is a reason desert dwellers prefer covering garments beyond just sun reflection.
Greenland I can only guess as possibly related to volcanic warmth and being used to dressing for warmth combined with familarity with hypothermia's symptoms including feeling hot. If you are used to dealing with getting so cold you feel an urge to strip naked and dive in the snow you may double down on heat because it is usually cold. But if it is actually heat this time you die an absurd seeming death. I also assume heat deaths exclude fire related deaths.