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Quite the opposite in fact, you lose quite a lot of water through breathing out, even in a humid environment.
Actually, I think that the science of the situation adds up to the effect that the only situation where you wouldn't lose any moisture through breathing would be when your environment is at or above body temperature, you would go into heat stroke quite quickly.
Fun fact for the day; if you are stranded on a dessert island and the only things you can drink are coconut milk and your own piss, take the fluid as an enema. Your colon can absorb the water but will block all the nasty chemicals in coconut milk and piss.