While the temperature “in the shade” is a fairly reproducible figure, the temperature “in the sun” depends too much on whose temperature you’re talking about.
Different objects, including different people in differed clothing, will experience different temperatures in the sun because they will absorb different amounts of different portions of the sunlight’s spectrum. Light-colored clothing, in general, absorbs less, reflects more, of the sun’s radiations than dark clothing does, so it keeps us cooler.
It’s much the same with human skins: A light-skinned person may not feel as hot in the sun as a dark-skinned person will. When British imperialism was at its peak in parts of the world where the people have generally darker skins, Noel Coward immortalized that fact in his song, “Mad Dogs and Englishmen Go Out in the Mid-day Sun.
In the shade, in the absence of direct radiation from the sun, the temperature of a free object (not connected to a source or absorber of heat) depends only on the temperature of the surrounding air.
That’s the temperature that the weather people quote in their reports; they don’t bother to say “in the shade.” But in the sun, temperatures depend not only on the air’s temperature but also on the absorption and reflection of heat rays by the object or person in question. These factors can vary a great deal from object to object a condition to condition.
Incidentally, there is no physical law that says that steering wheels get hotter than anything else when you park your car in the sun. It’s just that the steering wheel is in a particularly sun-vulnerable position, and it’s the object you need to touch most.