I run propane in my shop, it's a forced air mr. Heater. I would argue the fact that it adds moisture. If anything in my situation it drys it out. I have a digital thermometer and moisture sensor in there and it drops the humidity quite a bit with the heat on. Maybe the wall mount burner type add moisture. I park my truck in the shop, when it snows it bring s the humidity up quite a bit. We are also have pretty dry air around here in the winter, have to run humidifiers in homes.
I picked my heater up from Menards for $450 and about another $100 in piping. I did hook it up myself including running the gas line. It was closer to trench a line from my tank than to run line from the house so went that option.
This is a question I was thinking about asking the other day.....how warm do you guys keep your shops when your not in them?