I think the trick is to suffer through the adjustment period. By that I mean, play with the settings for a few nights until you get the right setting for you and the area you live in.
When I first started CPAP, and knew absolutely nothing, I had the setting at 0 thinking I didn't like breathing warm air. I had no idea that the "cold" I thought I had caught, constant sneezing and runny nose, watery eyes, etc. was anything but a head cold. I took a mountain of vitamin C and cold relief pills. and continued to use my CPAP at the 0 setting. Finally the light went on and I posted as a newbie on this forum, wondering if I was having side effects from my CPAP. Many responded with the humidity advice and my problem ceased immediately.
I had to do the adjustment all over again when I went from my bare bones CPAP to a more data capable one. It really amounts to getting it right for your personal comfort and a lot has to do with where you live. I'm in New England and the settings change for me as the seasons change. Whether you can get too much moisture and affect your sinuses still comes down to getting the perfect setting. I had to play with the settings for two or three nights till I got it right.
ResMed S8 Elite, F&P Flexifit 406, Optilife
AHI 54/hr, Pressure 10, desat. 73