Note that the wet-bulb temperature there was "just" 29 °C. The 33.1 °C reading is terrifying.
How does that compare with a week of covid in context?
A quick search reveals that there have been about 15,000 deaths from covid in Cook County (The county Chicago is in, and makes up a large portion of). There's been about 110 weeks since the start of the pandemic, that averages out to about 136 deaths per week.
So probably comparable to weekly death during peak covid since it’s mostly low covid and then huge spikes