Basically, no. There's always a wide range of clothing available in all time periods with styles and textiles for working people being rather prominent. We have a mind set today that less clothing is the only way to stay comfortable and cool, but that is a very modern perspective. It's clothing that protects you from the sun (pre-sunscreen) and from other safety hazards if working. Looking at pictures of Hoover Dam workers, most are wearing a work shirt with either trousers or overalls. While these fabrics would likely be heavier than our modern "dress shirts", that doesn't mean they'll be hotter. In fact, the vast majority of what they're wearing would be made out of cotton. The trousers likely denim or a cotton twill. This means it's far more breathable than our modern synthetic options. So, if you've ever worn a modern suit or even just shirt and trousers in the heat today and wondered why it was just so unbearable hot, it's the synthetic fibers (and likely the dark color soaking up the sun as well). And, as I mentioned before, safety and making sure bare skin is protected from dust/dirt/sun/rocks is the most important thing.

You might have seen an image similar to this one. These are the men who were drilling underground. The trousers and jackets that are shinier are an oil cloth that is water resistant and more protective, despite still being a medium weight. It's not much different than the standard coveralls worn in the industry today in terms of weight, coverage, and breathability. The men in full suits in the photographs of the dam are not the workers, but the investors, designers, engineers, etc. there for photo ops.

No one is wearing clothing that is likely to cause them harm in any time period (save a few who do silly things for fashion, but we have them too). Items are chosen specifically for the job being done, and in many cases protection will win out above all. Our fabrics, the cut of clothing, and how we're used to wearing clothing is all very different than it was even 75 years ago so it's hard to compare. Think about it, if you had never worn shoes before, how awkward would that feel? How difficult would it be to know how they're supposed to fit? Or if you're buying decent quality or a pair that's going to fall apart fast? For most of us, this is how we as modern people approach suits, corsets, long gowns, and so many other pieces of clothing. Just because it's weird, uncomfortable, and different to us doesn't mean it was to them. If anything, they usually had more control over their clothing, having tailors or gown makers available to custom make or alter the clothing they needed (at an affordable price). So, every choice they made with the clothing they wore wasn't just a matter of what they could find and suffer through, but having what they needed.