I don’t know if anecdotal stories are allowed here, but I grew up in Florida before the rise of A/C (no air conditioner in school until 7th year, no house with central air until I was 25. Didn’t really ever sweat until I was 20, though I can now quite normally.
My ex and husband are both from “up north” and both suffer so much more in the heat and the humidity. I suffer so much more in dry and/or cold environments.
Not completely convinced it’s biology - there is a trick to being really still in the shade that seems to sort of cool off/slow down the body. It could be behavior differences. But does seem like they are built differently, thicker and warmer, I am built more spare and cooler.
It is worth dehumidifying a building always though! It’s not good for the materials. Always fighting mildew in the houses before the central air. Everything is so much easier to maintain with the A/C.