Unless your air temperature is higher than your body temperature (37 deg C), won't higher humidity mean more of your heat is lost? This is why we call desert climates 'a dry heat' or 'a dry cold' in winter. Conversely, a 'damp cold' might not be that low a temperature, but you really feel it.

This was in context to someone in a house with proper heating, but still feeling cold.

I can't say I have experienced what you are describing. Proper heating means that the room temp is 18-23C, so less than 37C. I guess 23C would feel warmer in higher humidity (>50%), because it inhibits your body's ability to cool itself effectively via perspiration. But this would depend greatly on your physiology and level of activity. Is this the mechanism you are referring to? Anyway for me I like my house at 18C and 30% humidity.

My understanding is that dry cold air doesn't feel as cold either...

I learned from a swimming teacher "water transmits heat/cold 10 times faster than air", therefore a logical conclusion is that dry air is insulating more than moist air.

Heat and cold transfer in air happens, just take your shirt off, you feel the temperature change immediately. Go to a very, very cold climate with dry air, if there is no wind, it truly doesn't affect you that badly. Same with Arizona in the summer ("it's a dry heat" is a state motto, IIRC)

Sorry this is backwards isn't it? In air temperature of lets say 60*F the conduction would be away from your body into the air, wouldn't you want to reduce the conduction? I can say that we used to humidify our winter air throughout the house but it made it feel so much colder. Now we humidify our sleeping air only.

It depends, with super (I mean very, very dry air) you can have pockets of warmth just around the heat source. But add a little moisture and the whole room feels warm.

In my experience 60 is cold no matter what. But feeling cold at 70 degrees stinks.

In England or Ireland? Ya, damp all the time all winter. It just depends on the environment. (don't want anymore moisture in the air)

This is probably a bad advice - As it simultaneously makes cold air feel colder.

Also, I'm not sure if there is an easy way to actually increase humidity without reducing the temperature. From my experience, increasing humidity while keeping the overall temperature at the same time requires additional energy.

Also, less humid air may allow you to actually wear less cloths as it is more difficult for the air to get energy off your body.

I think is true for places that have moist air already. But for colder climates a house with central heating the air often gets drier (even outside) than the worst deserts on earth.

So, in that environment adding moisture makes the air warmer. (with proper heating of course)

Perfect recipe for growing mold :)

Not where many people live. In winter here the air is so dry you need to run humidifiers or your skin starts to crack.

Is this the reason for infusions in sauna?

Sauna temperatures are higher than human body's.

I didn't know that. Good tip!

Based on the comments above, I think I should have specified that this works well for very cold places that get very dry air in the winter.