Here's some data, a regression model based on a large data set of actual comfort surveys in different conditions. The results are summarized in figure 8, where you see that the highest temperature considered comfortable is dramatically affected by humidity, but the effect on the coldest temperature considered comfortable is tiny, and perhaps not statistically significant.

This is all indoors, however, whereas I think the question is more focused on outdoors. It's worth noting that the temperature considered there is the operative temperature including the effect of the mean radiant temperature as well as the air temperature.