"It sort of amazes me that people just lay outside when it’s ~115 degrees. Brave souls!"
People sit around in saunas that are almost that hot to relax.
As for me, I'd ask for a snorkel and nap under water in the pool python style.
Actually, I've been out hiking at 45º in the sun. I didn't plan it that way, but on a five-day backcountry trek in the desert, you have to be prepared for any kind of weather. It softened and melted the rubber on my shoes and burned my feet inside my shoes and wool socks until I couldn't stand. I had to dig my feet under the shade of a rock to stand up. Aside from that and the constant hunt for 15 liters of drinkable water a day from springs and seeps, it wasn't so bad -- just like hiking in a sauna. There was a little vomiting from minor heat exhaustion the first day before we got the hang of it.
So probably it was a lot like your trip, but without needing liquor to make us sick.
Love the views of Dubai Creek. Is there any good ocean swimming in Dubai?