Two common theories for this are: Humid air is heavier and harder to breathe and humid air harbors fungus, mold and dust mites that trigger asthma.
Air that is too dry can trigger asthma
When you inhale cold air that is dry this can dry the mucus membranes lining your lungs that are your bodies natural defense mechanisms against viruses and bacteria. So this can lead to increased infections too. And viral infections are the most common asthma trigger.
Dry mucus membranes can aggravate allergies
And considering 75 percent of asthmatics have allergies, this is important.
Exercise can trigger asthma
Rapidly breathing in air dries inspired air, which ultimately dries the airway, which then releases hystamine that can increase inflammation of the air passages in your lungs. This then leads to bronchospasm. The fact runners tend to breathe through their mouths only exacerbates this problem because the nose is a better humidifier than the mouth.
Mouth breathing can trigger asthma
Your nose humidifies inspired air, so if you breathe through your mouth this air is not getting humidified enough. This is especially important during the winter months when the air is drier.
Cold air triggers asthma
Again, this is true because the colder the air the less humid the air is. This is why asthmatics, especially those with exercise induced asthma, have trouble exercising outside when the air is cold. Rapid breathing of cold, dry air triggers asthma.