I think the more important point is that light refracted by heat disturbances creates visible artifacts in the scene, it's the same mechanism that creates mirages that are visible and will be recorded by film or a camera sensor. Those images are actually in the scene just like a tree as posted above and will be recorded.In the ideal (and very simplified) optical model, the rays of light reflected by the subject you are trying to capture would enter the lens in a nice parallel way. When you get heat distortion, what happens is that you have areas where air has different thermal properties and light suffers refraction because of that. This bends the light and causes it to enter the lens at various angles.
In the case of heat disturbances they don't tend to be well organized like a mirage but are more random, turbulent refractions but the way the scene is disturbed optically is real and happens out well away from the camera and lens and is recorded regardless of lens quality. Whether an inferior lens design would have even more problems seems secondary to the distortion being a real physical optical phenomena out in the scene itself which makes it hard to remove through any kind of lens design or added filtering at the lens.
Hard to say without being there to see it happen but seems like the kind of thing that's open to an awful lot of confirmation bias. IOW, you spend a lot of money on a lens upgrade and start seeing all kinds of improvement even in situations where the lens itself may not be the reason. When it comes to things like atmospheric distortion and heat shimmer it can vary widely even on similar temperature days across similar distances so comparing one lens to another days, weeks or months apart it's really hard to say what's happening.This all would have been in accordance with my understanding, BUT I have certainly read plenty of reports from people who upgraded from a Sigma or Nikon telezoom to a 500pf or some other prime and say they started getting far more consistent results in worse conditions hot days, etc., so I wonder why that would be.