As an introvert living in Rio de Janeiro, I can tell you that a lot of being happier in a hot climate with a lot of people around is just a social mask.
When I start deep questions about financial safety, the future and so on, just by asking I can be labelled as a pessimist. And I'm far from that.
I'm a fairly resolved and confident introvert, but I know many timid people that feel ashamed that they don't feel "happy" in these large group of people, that are extremely agitated and yelling around to grab some piece of attention they need.
And what is being shown in social media, documentaries and etc is just one pov.
It's a good point about living in a hot climate often being associated with living a happy life. Although to what I've seen, there isn't much evidence for such a correlation.