Thanks! That is good info.Humid air is actually less dense than dry air--humidity is just water vapor (H2O) which displaces the heavier Oxygen (O2) and Nitrogen (N2) molecules that make up most of "air". Its why humidity rises.
Most of the efficiency loss in rain comes from the additional drag/rolling resistance on the tires as they push water out of the way. There's also some component associated with the vehicle impacting a zillion raindrops [which are denser than air] , but its probably pretty small.