Actually in dry climates you lose a lot of fluids throughout the lungs.
Loss of fluids through the lungs is one of the biggest reasons for
dehydration related problems in cross country skiers. Dry air hits air
at 100% humidity and carries some moisture out with it. The body
replaces it in the lungs.
You can get very dehydrated in very dry climates although the
mechanisms aren't exactly the same as in humid climates.
The part you may be missing is where the inefficiently cooled (that is,
still overheating) body says "gosh, still too hot, better sweat MORE".
I think that's what is going on, anyway.
Actually, one still sweats an incredible amount in low humidity--it just
doesn't hang around on the skin where one notices it. :-) But I KNOW all
that liquid I drink on hot days in a dry climate has to go somewhere,
because I sure as heck don't have to pee! :-)
