I think it has something to do with the molecules of warm air being less dense compared to cooler air. Therefore it can 'hold' more water vapor. I know that the humidity tends to drop in the colder months here and rises during the summer months. I am not sure on exact reasons though to be honest. Don't hold me to any of that..haha.. If your really interested:

http://en.wikipedia.org/wiki/Humidity

I'm sure there is more on that page about humidity than you care to know haha..