You are correct. It's like a steam bath. Very hard to breathe, especially if you get too active.High humidity can slow evaporation but does not stop it. Same thing in incubators. If there is too big of a hole in an hatching egg and the chick is stuck, even with high humidity it will be shrink wrapped eventually. Many will actually suffocate the chick by raising the humidity too high and closing the vents.
We can see this in places like florida when the humidity gets high with the temps high too and then is is hard to breath. High heat plus high humidity= less oxygen to breath