I live in the desert SW after living in far more humid climates. Two weird experiences:

Standing outside talking to friends after the sun set, where it's still over 100F outside: I could feel brief (minor) chills pass over me as I'd sweat in bursts and it'd instantly evaporate.

And back when I was cycling, I'd start summer rides about an hour before dawn, when it'd be at its coldest (sometimes 90F for the low). I learned to not rub my face because I'd have salt crystals from dried sweat, and they would abrade skin near the corners of my eyes.