You can redesign the signalling systems etc to work at even 40C, plenty of countries do it. You can't redesign humans to feel comfortable inside a stuffy carriage at 35C.
Sure, but that means the stations will also have 40C air. Can the humans handle that? And it's going to be 42C the next year, 44C the year after, and so on...
What do you do if some incident halts full trains (possibly depowering them but for things like emergency lighting) near the midpoints of longer sections of 40 degC deep tunnels?
You can survive a few hours at that temperature, so not an immediate catastrophe. You should be still able (though not comfortable) to walk to the next emergency exit or station.