play in Europe and are not used to playing in heat. And for those who have played most of their careers in South America, the best clubs and biggest cities are mostly in temperate climates (plus the leagues take summer breaks), with a few exceptions (mainly northern Brazil, Guayaquil, coastal Colombia). IOW, most of their players won't be used to playing in hot, humid conditions.
CONCACAF is a bit different, for places like Panama and Honduras.
But you raise an interesting point. Maybe this is why the US is looking at all these miserably hot & muggy cities to play in, thinking it will disadvantage the favorites and potentially help the US. It's terrible for fans, and is likely to cause some bad soccer, but it may help the US team.