If water changes phase from a gas to a liquid, it releases a large amount of energy (enough heat to heat five times as much water from 0 to 100°C). That's likely far more heat than the electricity generates - though, of course, the heat released by electricity is very real as well, and as you say will even happen if the air is completely dry.

Possibly this doesn't happen if the condensation happens in a capillary (there is some funkyness related to energy levels), but then it must stay trapped there.