The shocks are more severe in the winter. As soon as our furnaces go on, the humidity inside goes way down. We have several hygrometers in our house, and without use of humidifiers, the humidity in the house in winter drops to 20% or below. 50% is comfortable. Anyway, a static electricity shock happens due to the sudden discharge of electrons from one surface (you), to another surface that conducts well (a metal doorknob--or maybe your cat!) As you say, higher moisture content of air equals better conductor of charge, so the electrons are more likely to dissipate in the air gradually when the air is humid--they don't build up to give you that shock.