That's generally true for Arizona. We do have our monsoon season which traditionally lasts from around July 4th to first or second week in September. (when I was a kid here, they just called it the summer rains) It is more humid then and the tasseling/pollination of the corn occurs right in the middle of that time. ( I think Gary explained our monsoon season very well once
But, I think on our worst humid day, it doesn't approximate that drippy, steamy, mildewy humidity of the east. (sorry, don't mean to offend!) I'm originally from West Virginia, and whenever I go back to visit, that's the first thing I notice.