And I'd add to that that if our thermal dissipation is overwhelmed, our internal heat build up. To do that heat dissipation, we need to have an environment that suck out more heat out of us than what we produce. If the environment is too hot, the heat build up and as Deadrek says, our internal inner workings beak down.

That why we sweat. Water suck out a lot more heat than air, because it wants to saturate the ambiante air, and to do that it suck up our body heat to become steam. Rince and repeat (literally).

But once the air is to humid, it gets more and more difficult for our sweat to evaporate, which makes it ineffective. That why we can kinda survive in a 90°C + sauna (albeit not for long, but for a different reason), but not in a 37°C (98°F) 100% humidity place like some tropical rainforest. At least, not without specialized acclimatation and survival techniques.