Is there any benefit to working out in a hot environment as opposed to a comfortable environment?

Personally, I would avoid training in a hot environment unless the client had a specific need for it. I would never recommend it for a debilitated or obese client.
Hyperthermia and dehydration can strike quickly and can be fatal!
If you need to train in a hot environment, make SURE your client is cleared for such activity by a doctor, they are properly hydrated before starting, they stay hydrated and keep a very close eye out for signs of heat exhaustion or heat stroke. Make sure you have a phone close at hand in case you need emergency services or, if training a group, see if you can have EMS on site.