There are plenty of humid, warm cities in the world. Not so many humid,
cold cities. It's easy to check, usually the (English) wikipedia article of a city will have a
Climate table with month-by-month data. On the winter months, Montevideo gets around 80% average humidity. I challenge you to look for cities that get as cold, but are more humid than Montevideo in the winter. You can find some (I think Auckland is one), but they are very rare.
Greetings from the Shoelace neighborhood, Montevideo