> intense heat exposure is a lot more agonising than 30 minutes of exercise for less benefit
Having to do absolutely nothing other than not leaving is quite different from pushing through a physical activity that can also easily be causing all kinds of discomfort.
by the rules of this universe, you can't survive being submerged in 40C water for a prolonged period of time (even 37C would kill you as well), because humans produce heat and if you can't dispose of it you'll overheat and be dead soon enough