This is an excellent observation, and it is quite true! Humidity in particular affects the number of particles i the air from things like mites and mold. This is because the wet hot air encourages the growth of the organisms much more so than dry air.
Therefore, it is not at all uncommon for people who have trouble with conditions like nasal allergies or asthma
to feel much worse in humid climates. In most cases, this is because they have an allergy to one of the contaminants in the air.
You should definitely go to see your doctor
about this. Many people with low level asthma or allergies may not need treatment when they live in dry climates with few allergens in the air, but they often do need treatment once they move to these more humid environments. If you have never taken medications for allergies or asthma, this is probably what you need to do.
Your doctor will be able to perform a complete physical examination and pinpoint the location of your symptoms. Based on these findings, they will recommend which medications will work best for you. They may also have advice about how to reduce the level of allergens in the air in your home (removing carpet, HEPA filters, etc).