This is why we have wet and dry bulb temperatures. Your intuition about temperature is focused on the dry-bulb temperature that a simple probe gives you. A we

This is why we have wet and dry bulb temperatures. Your intuition about temperature is focused on the dry-bulb temperature that a simple probe gives you. A wet-bulb is literally a probe with a wet cloth or tissue around it. As the humidity in the air increases the wet-bulb temperature approaches the dry bulb temperature. This is absolutely “warming”. The latent heat of the air increases. The sensible heat remains the same.