The ability of air to hold water decreases as the temperature is lowered, hence outside air has less humidity in the winter than it does in the summer.
Excess moisture can cause the growth of biological organisms, including dust mites and fungi.
Dust mites are microscopic animals that cause allergic reactions. The fungi can produce allergic reactions or may be toxic. The negatives of humidification are worse than the trade off for comfort. Adding moisture to the air only makes it a better environment for fungi, bacteria, and dust mites. Increasing relative humidity to improve comfort is not recommended.