It is dry heat, if you look at it from certain point of view. I once experienced smth like 27-28°C with fog, 100% humidity. Was almost as bad as 40°C with low humidity.

And if it would be 42°C/107°F with fog and 100% humidity, lots of people would be dead already. But it’s more like saying “at least this building is not on fire right now”. Or 1km wide meteor is not crashing down. It is not, and anything near 40°C is really unpleasant, regardless of burning homes and falling meteors.