Yes, that's the way it is here. We have the "dry" heat.

You become acclimatized over the years. The humidity is usually down to at least 20% during the hottest part of the day, sometimes further down into the 10-12% range. I get outside sometimes late afternoon and do something in the yard if the mood strikes. I know sweat won't start running down my face the minute I step out the door! And the joggers, cyclists and dog-walkers don't miss a beat. A little shade does help though.
Go Sooners!
I look at the terrible weather so many places have had this year and I don't mind the heat at all. We've been blessed to have the bad stuff go around us. The ground may be cracked and the vegetation brown, but we're getting along fine.