Cold and dry is not a problem. You can always add more layers of clothing and get very comfortable.

Warm and humid is a real problem. You can't just remove clothing until you're comfortable. And the humidity.. there's no remedy to fix that.

Good point. I've always found high humidity makes things a lot more unpleasant unless the temperature is in a fairly narrow range around 71°F or so. It intensifies the heat of course, but IME it also makes chilly weather a lot harsher too. I get uncomfortably cold really easily when it's e.g. 51°F with a cool damp ocean breeze in places like SF or Monterey, but when I go to the mountains in winter, 25-32°F is totally comfortable -- even in literally the same clothing. I think it must be partly a psychological effect, but humidity seems to play a role too (along with other factors like IR reflection off the snow).

The remedy is swim or air conditioning.

I'd rather just not live somewhere hot and humid.

I do live somewhere hot and humid say max 5% of days. So overall OK. I wouldn't like that to be much higher than 10%.

But the trade off is mild winters and on average comfortable weather.

For now. Until more climate change.

Swimming (where, by the way?) or air conditioning isn't helping when walking outside.

Yeah it is basically don't walk outside much when above 35C. Unless you are a weird person with a body that can handle a 10km run in such conditions! Not me.