This is probably a poor analogy, but training in excessive heat, when heat training is NOT the intended goal, is effectively limiting your top end like a restrictor plate on race car. The restrictor plate limits the output of the motor and doesn’t allow it to reach it’s max power output.
Transition that to our training world and that restrictor is the heat in our body and our brain setring limits on the power we can produce. You are creating lower power than you could with more cooling. That matters because we get lower overall training stress on the body because of the heat.
This has been discussed before and likely answered better by others. I will search and see if I can find the other discussion.