This is 100% true. Back when I was a young man, I worked in an environment with extreme heat. After being in there for an hour, my clothes would be drenched in sweat. When break time came and I walked outside, 85 to 90 degree temperatures would feel cold. (I was experiencing approximately a 50 degree temperature drop.) It was really strange!

It did not take to long to adjust to the outside temperature. It only felt cold initially. Once my body adjusted to the lower temperature, 90 degrees was actually comfortable. If I went into an air conditioned environment and adjusted to that temperature, then 90 degrees would have felt hot. How hot or cold an environment feels is relative to the temperature of the environment to which the person is accustomed.