Look at the chart below. It shows that controlled humidity between 40 and 60 percent is the best environment for your health and extreme humidity, either high or low, favors the demons that cause you ill.
They say a dry heat is more comfortable, but that's not true in the winter. Humidity is essential to comfort, and when it's too dry you can suffer from cracked skin, which could lead to permanent wrinkles. You could also wake up with a bloody nose and that can't be good.
The chart below shows how dry your home is: On the bottom is the temperature outdoors and up the left side how humid it might be outside. Where they intersect on the chart would be how many percent the relative humidity is in your home. It's a winter time chart and it shows, in most situations, that the air in your home is dryer than the Sahara desert!
From your experience, you know that a hot humid day is brutal while a hot day without humidity could be quite nice. Added humidity makes it feel warmer, and they even report the "feels like" temperature on humid days in the summer. Well, it works the same way in the winter.
The Relative Humidity Conversion Chart shows indoor air temperature and how it makes you feel colder as the humidity drops. By installing a whole house humidifier, you can lower the thermostat setting and save energy on your heating bill. You will be just as warm at a lower indoor temperature!