There are commercially available systems that do that now, one that seems popular in my area is https://www.aquaria.world/ .

As to your question, would it be a problem if everyone did it -- it depends obviously on your definition of "problem", but consider that most people doing this have no way to dispose of the water they take from the air except by putting it back in the air. It might increase regional power consumption, and smooth out nightly shifts in atmospheric humidity, but unless there is a new river running to the sea, the average atmospheric humidity will remain the same.