In humid regions, there is no practical limit that would cause any noticeable effects on the humidity of outdoor air. There is just so much water in the air that even if you were running dehumidifiers across all available land area, the air is still going to feel humid.
True but in those areas it also tends to rain a lot so it's less necessary. I'm thinking about Mediterranean and desert climates.
The other side of that is that a big problem we're going to have moving forward is dealing with increased humidity - the climate change angle isn't just heat, heat + high humidity (the wet bulb temperature) is the actual health risk and the thing that takes a heat wave from inconvenient to a genuine crisis. Turning high humidity into drinkable water is two birds with one stone, if you do it right.
(To your point, it's almost impossible to imagine we'd be able to operate it at a scale that makes a genuine impact, but these are all chaotic systems and a couple percent here and there can compound to keep things on the right side of the phase shift.)