Can feel the same effect here in CA. I’ve heard that in areas with more humidity the effect is much weaker though, presumably because the air has higher heat capacity or something and so doesn’t cool as quickly in the shade.
There’s some other effects such as photosynthesis converting sunlight into chemical energy which in the short term is like reflecting that energy into the sky. At night plant metabolism warms the environment slightly and blocking the sky reduces radiative cooling to space, but that’s generally a good tradeoff for comfort.
I can't believe your Texan friend never noticed those phenomenon.