I do not have the data to back this, I present this more as possible contributing points that you may be able to verify with data. DavePhD presents an excellent and backed answer for local sea effects. For non-local contribution, I would start with the point that warm air has the ability more total water than cold, and that if the air holds the same amount of water, but you raise its temperature, by definition, relative humidity drops. Also, if you lower the temp, relative humidity rises, and the tendency to precipitate out that water increases. Those are well know, just restating as a base.
As a coastal location, NJ will tend to have its temperature somewhat moderated by the ocean, that is be a bit warmer in winter than it otherwise would be, and cooler in summer. Not a lot, but a few degrees makes a difference in relative humidity. Winter weather patterns will have a high percentage of the air mass heading at NJ coming across the continent, and a good share of the systems being arctic. 108
We thing of these as being wet systems, but really, they are cold systems and result in snow because they cannot hold as much moisture. When they get to the coast, the temperature may be low as compared to summer conditions, but it may also be a bit warmer than the conditions to the West. That rise of a couple degrees equals a drop in relative humidity for that air mass much like heating that air in your house creates very dry conditions in the winter.
In the summer though, as temps go up, there will also be changes in weather patterns, with a higher portion of you air masses coming from the gulf or even straight up the coast. These will be wetter air masses. In addition, now you are getting a cooling effect from the ocean. Yes, temps are higher, but still a few degrees lower than they likely would have been without the ocean effect, and cooler than what they likely are to your West. Drop the temp of the air mass a couple degrees and the relative humidity rises.
One more factor in that line, when the air mass is coming more directly from the West, or from the NW, it crosses a line of mountains before it gets to NJ, which will tend to cause more of the moisture to precipitate out. With the summer pattern, with a bit more of the air being gulf and coastal, this misses some of the effect of NJ being on the lee side of a range.
Not saying these are the cause, but logically, they likely seem to contribute to a correlation between seemingly higher humidity as temps increase. 591