The heat index makes it feel just as bad if not worse on LI now with the southerly winds in the summer and regular 75+ dews. In Aug if anything the seabreeze just makes it feel worse here. 92F with a 76 dewpoint is 105 heat index, 96/71 is 104 heat index. So both in terms of actual heat are just as bad. The worst places in a heat wave now are probably the north shore of LI/much of NYC that still heat up before the seabreeze kicks in and still terrible humidity, and less chance of the T-storms that often fire inland and die before reaching the coast.
Like Bluewave says though it's only a matter of time before we get a big heat dome here like the rest of the country's seen where we all likely get well over 100 and some places like EWR reach 110.