Heat exhaustion by itself isn’t usually a major problem. However, if it is untreated and ignored, it can lead to heatstroke.
Heatstroke is much more serious than heat exhaustion. It can damage the brain, heart, liver, and kidneys through hyperthermia (when the body’s heat-regulating mechanisms aren’t working well).
Even a single episode of hyperthermia can lead to prolonged or permanent neurological or cognitive dysfunction (impairments in nerve function, thinking, and memory). If heatstroke becomes severe, it can lead to death.