I was also in Southern Germany and Croatia for a whole month last month and I thought the weather was fantastic the whole time. Given access to water and some shade, it was beyond me how these many people were dying from it.
It's very well possible that you have a larger tolerance for these temperatures than average, my not-very-thorough literature search indicates[1] that people's tolerance seems to vary a lot (apparently correlating with mean skin temperature), but we all share the same upper bound due to physics: environments with a wet-bulb temp. >= 35°C will kill humans after ~6h, since our bodies simply overheat.
So it's very well possible that it takes you longer to get to this dangerous point. But surely you can still empathize with others who aren't so lucky, who instead begin to literally feel that they're overheating after j́ust a few minutes of walking outside in the same heat and humidity?
If you still can't, then maybe it helps to imagine a comparable situation: some freak event makes it so every few minutes, everyone outside has to hold their breath for 60 seconds, or they start to drown. Now, most people can hold their breath for 30-90s, while some can go much longer (apparently over 20min, wow!). Now imagine you're one of the 30s people. Would you enjoy going for a walk? Some people are having the time of their lives, many can deal with it.
[1]: https://journals.physiology.org/doi/full/10.1152/japplphysio...?
40°C with high humidity from 5am to 10am every day is not ‘beautiful weather’.