Yeah, my personal conversion from FL heat to AZ heat is about 15 degrees difference. And yes, if you're out of the sun in AZ, it's fine.
In FL, it was just a given that on a hot day, your armpits and crotch are soaked before you even get to your car. And the shade is nearly irrelevant.
The best difference in AZ's favor is the utter lack of flying insects. Growing up with mosquitos and then having none of them was an incredible experience.
But also, with the dryness, you might get a random nose bleed in AZ and your feet go from perfectly good to ugly. Just lacking that daily moisture of rain (in flip-flops), walking confidently in lush grass (instead of everything being prickly), etc.
105 in AZ is like 90 in FL (with 90% humidity). Above 110 is just stupid, so just don't spend any time outside. The temps aren't a concern in AZ below 100, because it's perfectly comfortable.