Parts of the US where heatwaves are endemic rarely have serious issues with heatwaves, they've learned how to live with them for a long time and the local customs and infrastructure reflect that. Like in Europe, much of the human hazard from heatwaves is in areas where extreme heat is rare such that appropriate infrastructure has never been needed. As an example from the US, the extreme heatwave that hit the Pacific Northwest in 2021 was bad in part because it is a rare region of the US where few people have air-conditioning. It is a wealthy region with some of the cheapest electricity in the world so lack of air-conditioning was not a failure of infrastructure or spending, there was no good reason to invest in it.
If you live in a place that has regular heatwaves, no one needs to "retreat to bunkers". Almost all of the infrastructure is built with the assumption that heatwaves will occur at relatively low cost. The only implication for infrastructure is that it can stress power generation and distribution systems, but that isn't specific to heatwaves or natural disasters generally.