That is not correct. Heat, wind and humidity all contribute.
In a dry air with no wind, your body creates a "hot and humid" bubble around it if you are not moving. A fan helps.
Humid but neither cold nor hot air may not feel great, but not that bad.
Hot and humid air with no wind, now that's bad.
Edit: I know because I added shades and fans.
Edit: you can still use an AC or dehumidifier on top of it. You will consume less energy with shades.
Letting the sun in is like letting your heaters on. You would not turn on both heaters and aircon in summer, would you?