Most of the places people visit and live aren't absurdly hot. The largest cities in the middle east BY FAR are Ciaro, Tehran, Istanbul, and Baghdad.
Cairo is hot most of the year - but one of these places are hotter than Phoenix - which is currently one of the places people are moving to in droves in the US
Tehran & Istanbul, for example, aren't even much hotter than Los Angeles: https://weatherspark.com/y/105125/Average-Weather-in-Tehran-...
If you think Los Angeles has bad weather - you're just out of touch with almost everyone else in the world.
Riyadh and Dubai are VERY HOT. KSA is its own strange destination from a Western perspective. It's mostly religious. But Dubai is similar to Las Vegas and Miami in many ways - in the crowd it attracts and what people do there. It's still much hotter - I agree, don't know how people do it there.