420 Help,

Your symptoms sound more like a sinus issue based on your remedy. The molecular pressure of the oxygen will not be positively effected by the moist air. In fact, moist air holds less oxygen than dry air.

If your head ache starts quickly after take-off, it is likely just a sinus head ache related to the change in air pressure. If it takes a while before the head ache manifests, it can be caused by the lower oxygen levels to your brain.

The moist heat may be increasing blood flow to your face and sinuses. This can be comforting.

I am interested in any others observations.