It may be different for other people, but for me, anything above 32°C (90°F) is very uncomfortable, and my body is inclined to seek cooler temperatures. But I would think that at 32°C, the body would have less work to do to get itself to 37°C. So why is it not comfortable in those temperatures?
My theory is this, but I don't know if it's right:
The body's abilities for warming itself are much more sophisticated than its abilities for cooling itself (which are non-existent, possibly?). So it likes to be in an environment 20-30 degrees below optimal because it can easily handle that. But up in the 32's and we're dangerously close to going over the optimal, and the body doesn't know how to get it back down after that, so we are inclined to seek safer temperatures.
Is it something like that?