The old saying is that it's not the heat, it's the humidity. I was SO glad to get out of North Carolina and into the arid parts of the country. I'm in southern Nevada today where, at the moment, it's 31°C/88°F and 6% humidity with a very slight breeze, and it's perfectly comfortable. No sweat. And when I do sweat, it actually evaporates. Imagine that! To me, dry air is fresher and cleaner. I don't have gills, so humid air is suffocating. Dust? Yeah. But that's better than mold, mildew, moss and rust. Fewer bugs out here, too.
As for effects on the body, when I lived in humid places I just wanted to stay inside in air conditioned comfort. I was very sedentary. Now I get out and do things. I've taken up hiking and my health is better for it. I feel about 25 years younger.