1 Lambert: Phew. It’s hot here in the Badlands of Skrung.
2 Alvissa: This is nothing. Wait until we reach the Caliphate of Yezek and then the Vast Stone Desert.
3 Lambert: Whose idea was this quest again?
3 Mordekai: The fire mage...
4 Kyros: Why waste magic when nature can do the job for you?

A fire mage should naturally be somewhat resistant to high temperatures.

At least, they're probably using subtle spells to keep themselves comfortable while their fellow party members are sweltering. No point wasting precious magical energy on making them cool.