Because the temperature we're talking about is the wet bulb variety. That means it accounts for evaporation. What is normally a windchill is now a "windwarm" effect.

(Yes, I know that windchill effect isn't solely due to evaporation-cooling. It's also stripping the layer of warm air away from you.)

The environment is hotter than you. Blowing hotter air (laden with moisture, so it won't evaporate your sweat) won't do anything to cool you down.