You can't always put on more clothes. If your hands or face are cold you can't exactly walk around with a ski mask and bulky gloves on.

It doesn't work that way for me. I have been so cold that clothing didn't make me not cold. Even here where it rarely ever gets to freezing. Hot weather, I can slow down, sitting still in the shade with a breeze I can be comfortable from 90F to about 100F. Don't know about hotter, we haven't reached it yet.

I don't try to do work outside when it's that hot. If daytime event in the sun - hat or visor, long sleeved loose linen shirt and pants, and oddly enough, Merino wool thong and socks are often more comfortable than anything else.

Hot yoga is 90-103 so I guess I can also move in the heat without freaking out but they manage the humidity, it's different from outside. And I sweat a lot in those classes.

Any of these I prefer to being cold, cannot get warm. Maybe I need to talk to Wim Hof, but it seems better to be tolerant of heat, than cold.