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This is why these survive here in the greenhouse then.

yep thats right..Greenhouse is very helpful for cactus, it can help to take care of the mold and bugs or insect that can be harmful for the cactus. But the disadvantage is needed human touch to pollination since the insects cannot entering the greenhouse.

That is very true.

This is new to me. What's happening with them in the rainy season?

It will easily rooting and be mushy..
Infected with some of fungi that cannot be detected if inside the cactus.
As far as i know mammilaria is very happy in windy and hot temperature and need just very little water. Maybe just 1 cup water for every 2 week when the temp can reach 40degree celcius

I see. Well, I guess every type of climate has its advantages and disadvantages. One would think just because it's not cold, plants would survive, but apparently that's not the case. We only have perennial plants outside that can survive the cold.