I'm not an expert, but our instructor at the Hunter's Safety Class said that smokeless powder absorbs water from humidity. He said it doesn't hurt the powder, and you can't keep it dry anyway. Sounded logical to me, but I've also noticed that military rounds are sealed around the primer and the ball.
Let me tell you a little story...
When I first got my blackpowder pistol, 'twas at the range on a cold and rainy day. We had a cover and the wind was blowing rain in, but not enough to make me pack up. So I'd dump some powder in a fold of cardboard and measure it for a cylinder, load the cylinder, and fold over the cardboard to try and keep water out. Then I'd load the next cylinder and try to keep the remaining powder dry. This was starting to be fun, 'cause I could almost imagine what it was like for a soldier or a hunter in bad weather. I decided to keep shooting and loaded powder that was moist enough for some grains to stick together. They all fired, no problem. I kept trying sticky powder with some dry powder and couldn't tell the difference between all dry powder. But I was shivering by then and prob'ly couldn't be counted on for ac'rate shootin' anyways. When the pyrodex got wet enough to change color, it didn't fire.
I was totally amazed that it would shoot under those conditions. Then I got in the car and turned on the heater full blast. On the drive home, I tried to imagine what it was like 150 years ago for the hunter out in the rain. It must've been a tough life.