A Guy Called Tyketto writes:

And the amount of daylight in the desert southwest US is less?

Yes. The southwestern U.S. is at a much lower latitude, and so the length of
daylight in summar is shorter.

Las Vegas would welcome the humidity. That would mean a better
chance for rain and a cool breeze, as opposed to dry heat and hot
winds.

No. Humidity does not guarantee rain by any means, and it dramatically
reduces human tolerance for heat by limiting evaporation. You're better off
(or at least no worse off) in the dry heat of Las Vegas than in the wet heat
of some parts of the Deep South, although both locations are far too hot
and/or humid for comfort.

Right now, we're lucky to have temps at 10pm at night *under*
37C.

The desert is like that. At least there is air conditioning in the desert.
With no air conditioning, both heat and humidity can be deadly.