Our bodies produce heat. We need to give off heat to maintain the right temperature. For most of us somewhere around 70 degrees F is the temperature where we are in equilibrium with the rate of heat we produce being matched with the rate we lose to the surroundings. When the air is 90 deg F we still lose heat but not quickly enough. This is why we sweat so that we can boost our heat loss through evaporation.

Humidity, air density, and wind all change the temperature at which we reach equilibrium.