I moved away from Las Vegas for many of the same reasons as OP:
The Heat:
While LV heat is much dryer than Florida's, I hope to never live where it gets so hot ever again. I would push myself to fight the heat and be outside in spite of it, but there's only so much fight.
The Pollution:
Only a few, select zip codes have decent air quality in LV. Where I worked, on the strip, mixed disgusting air quality with the highest heat in the valley.
Everywhere you go the sun will beat down on you, the air will offer no comfort, and there will be no shade.
The Violence:
I lived in a fine apartment in a fine area (with mansions and golf courses nearby). The cops nonetheless shot and killed the occupant in the apartment immediately above me one night - while I was in my apartment downstairs. He deserved it, too, but that doesn't change my perception of the violence in LV. A woman was hit and killed by a car just outside of the complex one weekend. I worked on the strip the night of the Oct 1 shooting massacre, too. But that's just the tip of the violence problem in LV. People treat one another with so much contempt and hostility in everyday life there. They will actually come up to you, tell you they do not like you, and that they will do everything they can to destroy you. And they will do it often. You will probably have never met this person before their threat, and have done nothing to earn their hate.
Healthcare:
I had mixed experiences with doctors there. I had doctors tell me they did not believe I had the symptoms I described - because I'm a guy. But I also finally got a chronic condition under control with a doctor there, too. Of course, that doctor will still, to this day, suggest we stop treatment at the slightest misstatement from me. Financially though, I once had a doctor send my bill to collections before ever actually billing me. Within days of treatment his collections agency contacted me - as though I were a problem patient. Then, years back, a gastroenterologist was found sharing medical supplies between patients. I forget the numbers, but he gave many people HIV/hepatitis/etc that way.
Options:
It took a long time after the great recession for LV to recover. I'm sure it will not fare well during the next recession.