You can see why they need more humidity. If the mom-duck is sitting on the nest, she is going to get herself wet every day. When she is off the nest to eat and drink, she will go into the water. When she comes back to the nest, she will plop her wet body down on the eggs and they will get wet. Therefore, duck eggs have evolved to "expect" to get wet every day.
Wild duck nests are going to be in damp areas, next to lakes or in marshes. Again, that leads to an egg that has evolved to be damp. Domestic ducks are quite different from wild ducks, but they still have originated from the same gene pool.
