Also, people forget that a lot of the small 'froo froo' dogs are descended from terriers and the like - real working dogs bred for pest control, among other things. I think dogs feel 'discomfort', like when they are running and it is hot, but their discomfort is far outweighed by the gratification they get from running (or walking or swimming) with their pack. It is for this reason that we need to be careful with them as they will run themselves to death to please their master, but we also need to acknowledge they are animals designed to be robust and strong in harsh conditions.