YSK that 1.5 million dehumidifiers have been recalled

This explains why ventless heaters and fireplaces produce, in addition to toxic exhaust gasses, enormous amounts of water vapor. Enough to make it condense on your windows and walls.

Most released vapor is likely expelled out the chimney, plus due to increased humidity capacity of hot air it likely absorbs some from the home (especially with a fireplace, likely cooling down by absorbing water much faster than conducting its heat away) in some way before being expelled. A setup like this also likely causes a negative pressure, drawing air from outside which is also likely dry if it's winter cold.

Also, water vapor released through the chimney is lost energy (even if the steam isn't hot, moist air has more thermal capacity than dry air because water).

@bluGill

In the short run the heat of combustion lowers the relative humidity (not absolute, but nobody every measures that). However most buildings lose heat faster than water vapor and so the continued combustion needed to keep warm eventually raises the humidity.