EVAPORATION is the process by which liquid water enters a gaseous state as water vapor. This can occur at any temperature above the freezing point of 32°F / 0°C
Your question is valid and i had also same question.
Just read this report see the temp vs altitude and Humidity vs altitude. How it is happening i don't know.
**broken link removed**
I have tried the same sensor but it is not working below -40° C. up to -40° C it is working very well.
I think i have to try some thing heating kind of mechanism but don't know will it affect the actual reading or not.