Where exactly? We also have a tendency to believe that 'everyone else' always copes better than us. I doubt that there are many well-populated areas of the world where it's over 40C 'for months'. Where that does occur, you can be pretty sure that anyone who can afford it will have air-conditioning, which makes a huge difference. People die from the heat in India and Pakistan every year and this week this has also been happening in Japan, for example.
In China, where I spend most of the time, 'high-temperature' warnings are issued when the temperature is forecast to exceed 35C. And, yes, people complain about the heat all the time in summer!