It's called evaporative cooling and it's quite potent since water takes enormous amounts of energy when changing states. It takes around 5x the energy to convert 100°C water into 100°C vapor than it takes to increase temperature of said water from 0 to 100°. This energy has to be taken from somewhere and that is from the environment, dropping the temperature as a result. Problem with these is that the humidity of the air increases. Not much of a problem in desert, quite a bit problem in other places.

Here's a great video explaining science behind evaporative coolers and how it can be modernized. https://www.youtube.com/watch?v=R_g4nT4a28U

Just wind tunnels without water, I agree with you.