Walking in heat and humidity is unpleasant but the climate and population are what they are so you work with what you have.

I can't speak for all environmentalists but I'd like people to live pleasantly wherever they like if they can do so sustainably. Probably most Dhaka residents, like most people anywhere, would prefer to stay in their home city and country if possible, just improved. In any case giving everyone in the world a Texas-sized house and pool is not on the table no matter what until we invent personal fusion generators and matter replicators.

Having climate-controlled walkways or more comfortable transit options specifically for people with kids should be available in every city, "impoverished" or "third world" or not. The world certainly has the resources for it.