That is really interesting and I didn't know that. However, I never said that the humidity would be zero, only that it wouldn't be high (when someone says "it is humid" they mean the humidity is high, not simply that the humidity is greater than 0.) That is, I simply disagreed with nodaisho's supposition that below-zero coastal cities can be humid (neither of us was sure, we were just thinking out loud.)
Incidentally, is there a similar unexpected reason why the humidity in the desert is not zero? I recall from camping trips in Egypt that while the desert is very very dry, you'd still be covered in dew in the morning after sleeping outside.