I think how well people cope in the heat depends on a) how well they can acclimatise and b) genetic ancestry. Our ancestors (Neanderthals) came to Northern Europe around half a million years ago and had to survive the ice age so they developed particular cold adaptations to allow them to do that, including fat distribution and the right type of fat (nice and insulating). Due to us carrying Neanderthal genes with in us, not everyone is built for this heat, so tend to suffer more. Probably because we’re small and fat 
The humans who came later from Africa never developed these cold adaptations, so, depending on what interbreeding with Neanderthals and the subsequent genes they inherited, they cope okay in hot weather and like to go on holiday to hotter places.