40° internal body temperature is not the same as 40° weather.
Yucatan is not the same as Dubai in Summer.
Your body is under heat shock trying to keep up in a Sauna (that isn't considered warm until 60°). Versus a healthy body CAN keep up in 40°.
The Yucatan equivalent of a Sauna is more like doing hard labor on a roof on a sunny day with no breeze.