When they remove the oxygen and trace gases from the air, they also remove the moisture. Dry air in your tires is a good thing, particularly in cold climates. Commercial air compressors knock out most of the water, but nitrogen is dry.
All the other claims you hear about nitrogen in tires are BS.
Costco puts nitrogen in your tires as standard practice. I think that’s nice, but if it were optional and they wanted a buck a tire to use nitrogen, I probably would not pay for it. I add air to my tires in my garage with a hand pump. Hand pumps don’t remove any of the moisture from air, but I live in a dry warm climate.