Actually there are enzymes and hormonal changes to the membrane (inner and outer) that cause the membranes and the shell to harden and become thicker when the egg is laid. Then again, at the last few days of incubation they 'turn on' again to dissolve/ soften the membranes and the shell so the chick can cut through the membranes and the shell easier. It all depends on the CO2 build up inside the egg just before they pip, the CO2 causes the chick to spasm and jerks it's neck muscles in a fashion that pokes the hole in the membranes and the shell.
Raising the humidity is to keep the membranes from drying before the chick can get out of the shell. A broody can't raise the humidity but this is why they will not come off the nest when they begin hatching, until all have hatched. What little moisture is in the air and moisture from the hatching chicks is 'trapped' in her feathers, and doesn't have a breeze blowing on the eggs.
This is the reason why during artificial incubation the humidity is raised to a high % RH.
Too much info, I know