Becky,
I agree with your nursery man. Caladiums grow in semi-sun here but our temps are nowhere near as hot as yours, and our humidity is much higher, I believe.
I also agree about keeping them in pots because not only can you move them with you, you can keep them from "escaping" in the garden. When they go dormant, the task of unpotting and inspecting the tubers is much easier when they are in a pot than if they are in the garden.
LariAnn