Cities with a lot of impermeable surfaces are basically artificial slot canyons.
When it rains in a forest millions of tons of cool thermal mass is stored in the ground, and when the sun shines all of that mass has to be heated up in order to raise the temperature. Evapotranspiration from trees and other plants provides further cooling using that same water.
In a slot canyon or impermeable urban environment the water quickly runs off into rivers, with none of it (or very little of it) being retained. This has the duel effect of causing flash floods when it rains (as water rushes down the channels instead of being absorbed over a wide area) and a hot microclimate when its not.