Humid air is MORE dense. 75F at 100% humdity is more dense than 75 at 0% humdity.
Humidity doesn't affect PC cooling much though since it does not depend on evaporation (unless you are using evaporation/bong/swamp cooling)
Evaporative cooling would be putting wetting the radiator and then blowing the away the moister air. Blow moist air wouldn't do much since the humidity is changing (and hence no evaporation).