If you wet your body (or clothes) and sit in front if a fan (or in the wind of there is some) you will cool down.
Why? The fastest molecules tend to jump out of the surface of the liquid water. The wind push them away. So the wind removes the hottest molecules. That's why you are cooler when it's windy.
This mechanism works at any temperature.
Am I wrong?
That's why a 100F day in Arizona (dry!) will be much more pleasant than a 100F day in Florida (humid!) - if it's dry, your body can still get rid of the heat. If it's humid, it will just 'stick to your body'.
When your body is warm (i.e. not trying to conserve heat by reducing circulation) then this is essentially linearly related to the difference between core temperature and skin temperature. When the wet bulb temperature is above 95F, then you create more thermal energy than can leave your body when your core is at 99F, so your core body temperature rises and all the bad things that go along with it progress.