They would be as effective for cities that go above 90°F as well though. Dallas has some underground tunnels that has shops/food as well as connect multiple buildings, but it's not well known unless you work in those buildings. It's not a walking town anyways, but it's not like it's advertised for avoiding the heat to those on the street.
Good point. In a city with dangerous temperatures, it's easier for neighboring property owners to reach the consensus that they need pedestrian tunnels. That makes sense when the danger is frostbite, but per your comment, also heatstroke.