Is it hotter in different places with the same air temperature?

I would say, that given the same temperature humidity index and wind. It would be that person's perception. Un less you are out on a boat, or under a tree or surrounded by buildings and such. Other that that, I say we all come back here with some science.

Compare your descriptions of the two climates:

In the summer here [Minnesota] it always reaches temperatures in the 90s (F) for periods of time but not every week. The humidity is often high and the dew point often tropical.

[In Guangdong] It is usually in the 90s during the summer instead of sometimes. It is always humid and feels tropical.

You're saying that sometimes Minnesota is as hot as Guangdong usually is. Thus (based only on this info) Guangdong probably has a higher mean temperature. Assuming there is some variability around that mean, it seems likely that Guangdong also has a higher maximum temperature. Thus, Guangdong might be perceived as hotter.

Cultural factors might also contribute to the perception of difference, such as the type of clothing worn, the prevalence of air conditioning, or the activities that the people in question are typically undertaking in each place.

A temperature is a temperature but the effect of that temperature is not always the same. Some things that add to our perception include sun intensity, wind, humidity, and simply what we are used to. The Humidex as mentioned by Trevor, or some other forms of heat indexes are attempts to measure how the temperature feels as compared to what it actually is, and its effects on animals and plants, very similarly to wind chill charts in the winter. In Minnesota, you should relate to not all temperatures of -10 being created equal, that how hard the wind is blowing matters too. The temperature is the same, but the cooling effect when the wind is blowing harder is much greater so it feels colder and the damaging effects of the cold can occur much more quickly. The same is true on the other side, with higher heat indexes at the same air temperature, animals and plants can suffer heat damage more quickly.

While perceptions about the climate can have an effect on how we react to our environment, Guangdong and Minnesota are fundamentally different climates altogether. Using the Koppen-Geiger climate classification system, Minnesota is mostly a Temperate Continental (Dfb/Dwb) climate, meaning that is has warm summers and long cold winters, while Guangdong is a Humid Subtropical (Cfa/Cwa) climate with hot and wet summers and a short dry winter. The classification is largely based on monthly average temperatures and precipitations based on climate normals (~30-year periods).

It might be the case that temperatures match up at some points, but based on the classifications/geography of both areas, it would seem that Guangdong experiences more humidity and much longer warm periods, which combined would raise the Humidex (https://en.wikipedia.org/wiki/Humidex) above that of Minnesota.

For more information on the Koppen-Geiger classification, https://en.wikipedia.org/wiki/K%C3%B6ppen_climate_classification