RH also has a great vs nasty effect on feeling cold. I have, because of my work, the rare privilege of comparing the extremes, having lived in two of the most humid populated areas: Hong Kong and New Orleans. A cold snap in Hong Kong will last about 7/10 days. It "goes down" to 10C(50F) and by about the third day, when the poured concrete and cinderblock underlayers have chilled through, it's like living in your refrigerator. With "low" RH (what they consider "not too uncomfortable" of about 75% in January, the cold just penetrates every cell of your body, it seems). I felt colder in Hong Kong, well above freezing than in Montreal. I've mentioned it before, but I have never been as miserable-cold in my life as in Hong Kong.
OTOH, when I was heading off to the driest place on earth, my buddy and coworker advised "Try to come during the rainy season. We get 15 mm of rain in January."

For you Murkins, that's a little over half-an-inch... in a month. The rainy season. I'm speaking, of course, of the fabled Atacama Desert. Daily forecast "Sunny and Clear". Up at Chuquicamata it's just as dry but a couple of thousand meters up, and I've been at 0-5C/32-41F in a suit jacket and it was fine. You start to feel the cold after being out in it for about forty-five minutes, but it's absolutely pleasant compared to Hong Kong at 10/15 degrees warmer.
If Hong Kong had ever dropped to freezing? I would never have gotten out from under my duvet. Damp Cold might be more of an impact than Damp Hot, at least on the misery index.
On the hot/dry side, I also lived in Tulsa. Summer temps go over a hundred quite often, but very dry. We played tennis in the mid-afternoon summer sun. We were rather poor and could get the public courts only at those times. I don't recall every actually feeling "hot".