I work in the hvac field and no it wont cause an increase directly it does hold heat energy better than dry air. Maybe what your seeing is the humity holding the heat allowing your heat source to build up better. If you really want to get scientific evaporation has a cooling affect. They say the first type of ac was hanging damp towels in windows and doorways and as the breeze came through would help cool the house through evaporation . Sorry for rambling. There's my two cents.
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