I have often wondered the same thing. Maybe we could do some test and place some hygrometers under the hen and record the day by day humidity levels. I believe I could get one of my silkie hen to sit on a hygrometer
I only know what I was told years ago by my Grandfather. It goes something like this, the hen doesn't leave the nest, so the eggs don't cool. As the eggs start to hatch, the humidity from those eggs cause the humidity to rise. Simple if that is how it goes. Still, only the hen and the Big Man upstairs knows for sure.
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I am betting that it's the heat buildup from the almost-ready bird inside that causes the humidity under the bird who won't move to rise. Heat causes water to evaporate faster. I have to move the heat bars closer to the water tanks in my Humidaires for the same effect. I noticed that my humidity also went up a tic right before my last hatch, and I will be interested to know if it does the same with the 15 eggs I have due to hatch Tuesday.