Same for places like Texas, Arizona, etc...these temps are normal in some places. I think the reason it's a problem here is because most people don't have AC in their homes.
One thing I've noticed with this heat wave (and it's only my perception) is that the 35C out in the sun seems hotter than other places I've experienced 35C weather. I've been in places all around the world, humid places like Malaysia or Miami or dry places like Las Vegas or medium humid places Sydney when it's 35C and it has never felt as hot out in the sun. I was in Sydney when they were going through a heatwave and pushing 40C and I spent the a lot the time outdoors walking around, taking pictures etc.. These last few days here, I was barely able to sit out in the sun for more than 5-10 minutes, the sun felt wickedly hot.
One thing about Calgary though, is 35C in the shade is much easier than 35C in the shade in a place like Miami or Houston.