zlacker

The way I understand this at the gut, conversational level, is by noticing that hot air can carry more water, therefore it will dry your skin faster, which is what "feels" like the air being dry.

Heating doesn't remove water from the air, as you explained. But that's what people assume when they argue that "heating doesn't dry the air" as I've heard in the past. Using relative humidity is a good explanation.

>>ihavea+(OP)
Even so, it does not explain why one method of heating the air would feel different than another, unless there is something physically different in their effects.

Radiant heat feels somewhat different than warm air, but if radiant heat from the radiators of a steam or water system is significant, would that not make them feel dryer? Our house has water radiators, and I do not notice the radiant heat from them.

I believe Retric's explanation is the correct one, given that human activity tends to increase the absolute humidity of interior air.