While going for a walk in the afternoon sun might not be something everyone does, it’s not like allthe ‘natives’ are having a ‘nice nap’ or ‘cool drink in a cafe’ during the hours from 12-4pm.
After all, MM’s wife and friends spent the entire lunchtime and afternoon at the beach. There were staff there - presumably locals - and we don’t know if MM’s friends are ‘natives’ too. They and all the staff and other tourists were presumably fine in the heat.
Obviously they would probably have been shaded most of the time, but let’s not forgot that MM had a hat and an umbrella, he wasn’t completely unprotected.
There is a world of difference between sitting on a beach under the shade of an umbrella with access to the sea to cool down in and access to a bar/restaurant with a ready supply of cool drinks/food, etc.
The locals that work/were working in the bar/restaurant over lunchtime will also have access to shade inside, at the very least fans moving the air, cool drinks, they will not be working in the full glare of the sun.
What the locals won't be doing is going for a walk at that time of the day in that heat, note in the CCTV that no-one else was walking about. Shops shut in the middle of the day in hot countries, no-one works outside, not on the roads or in the fields during those hours. It appears that even the bus doesn't run during those times.