For humidity, the key issue is that relative humidity matters for us and that is temperature dependent.

For example, if outside air has 100% humidity, then it effectively can't absorb more (e.g. evaporation of sweat) and would make things moist, but at -5 degrees Celsius, which I have now outside my window, that's only 2.46 g of water per kg of air - and if that exact air flows inside and gets heated to room temperature then it would suddenly have only ~17% humidity and would gladly absorb moisture from wherever possible e.g. my throat or skin; and any air going outside would remove more water vapor than the incoming air can possibly replace.

There are ways around that (ventilation systems that exchange temperature and also retain moisture), but they need to be installed at some expense, you won't get that by opening a window.