Remember that Gust Bellows item Link got in the Lanayru Mine, that's located in the middle of a desert? Sure Link could use it to blow away sand, but I'd imagine it would also be a great air conditioner.
I mean, Link is in an extremely hot environment and I bet he wishes he could cool himself off...if he weren't in a game where everyone isn't affected by uncomfortable temperatures.
In the last panel Fi is just being her amiable self and is giving Link some 'advice'. Well, she shouldn't judge Link because, being robot-like, she probably doesn't feel the heat.
...I wonder who is holding the gust bellows in the second panel?