Being physically comfortable can certainly improve the enjoyment of listening to music, and it's true that humidity does affect the transmission and dispersion of sound through air, but the physical difference is so minuscule as to be undetectable unless dealing with extremes of humidity at great distance (hundreds of meters).
I recall a study some years ago about PA system speakers, (by Turbosound if I recall correctly), that showed that people preferred the sound of blue speakers. Fashions change, and I guess people these days prefer the sound of black PA speakers.