They've also been much warmer in the Saguaro's more southerly range in Mexico for 10,000 years now, at times notably hotter than at present.
As there is rot at the BASE of the cactus in the pic but the upper parts don't look affected so, cause of death would most likely be something other than a mere heat wave, something which it is supremely adapted for, btw, significantly more so than most other plants. It's like saying the lichen caribou eat in the Artic tundra are dying because it was a tad cooler than average for a couple of weeks.
At a growth rate of 1" per year, that plant has gone through far worse over the decades, including the Dust Bowl years, which, as the alarmists say, we're almost as hot as this week.