Even though animals may be from a locale like the desert, it doesn’t mean that they are are all alike. As each species adapts to a niche, there may be microclimates within the primary climate that is slightly different.
For example, leopard geckos are from a desert environment, but because they tend to stay under things (where there may be a remnant of humidity) during the heat of the day, and come out at night because they are nocturnal, they actually have thinner skin than other day-loving desert reptiles. The skin would not be as protective during the dry heat of the day, and if a leopard gecko were to be out then, it would quickly dry up.
Because of that, although a leopard gecko is a desert-dweller and should not be kept in moist conditions, it does need periodic access to a more moist environment like it would have in the wild. Otherwise, the shedding may become difficult and cause a buildup of excess old skin on the eyelids and toes.
Put a small plastic enclosure in the cage, with a small access hole cut. Fill the container with slightly moistened reptile moss. Your lizard will go into it when the instinct hits and allow the humidity to do its job.