I live in the south and even though it gets hot and humid in the summer, it does not sound like it's hot enough to shock like this study proposes. I mostly enjoy the heat and humidity. When I lived out west in a much drier climate, my gym had a sauna that I used almost every day.
When I sauna, we usually like the sauna at about 180 degrees Fahrenheit, and that's usual for Finns. The heat difference is enough that even when it's 90-100 degrees F in the summer (and humid) where I live, it's nice to take a quick sauna as it makes the rest of the evening feel much cooler in comparison!