If it was true at one time, modern HVAC makes it moot. Also, it is specific to where the saying came from: "cool" and "humid" mean different things in different places, to the point where dry in Kauaʻi is more humid than wet in Indio.
If it's raining outside but the heater is on because it's also cold outside, it's probably very dry inside.
So the advice is very vague. It would be far better to make a statement about the relative humidity in the vacinity of the candy, which is not the same as outside and need not be the same as the kitchen in general.
Just as you can use a candy thermometer instead of relying on expert knowledge of indirect observations, you can get one or more cheap digital thermometer/humidity meters. You can position these (after making sure a cheap one is accurate via the salt water tupperware test) where you’re working, and collect precise advice on how the relative humidity and temperature where the bowl is affect the recipe.