Because cooling air tends to take out moisture, while heating air doesn't change the actual moisture levels.
When air gets colder, it can't "hold" as much water vapor (lower saturation vapor pressure).
When air gets warmer, it can "hold" more water vapor (higher saturation vapor pressure).
So when air cools into the 30s °F, that drops the limit of moisture. Then you heat it to the 70s, it still has that lower limit on moisture (the dew point can't be higher than the 30s).
Whereas when the summer airmass heats into the 80s, 90s, and beyond outside, that airmass isn't changing moisture. When you cool it down on hot days, it still basically has its original ceiling limit (the dew point is whatever it was beforehand in the summer... which varies by location/airmass, but in reasonably moist regions like the eastern US and Europe, is usually up in like the 50s/60s/70s)
So your 72 °F in the summer will have dew points in like the 60s and so the ratio of actual to possible moisture is quite high, higher relative humidity... but in winter, your 72 °F will have dew points down in like the 20s or 30s or lower = lower relative humidity.
(Dew point is really reflected more by the lowest temperature in the day. So if it's 30 °F outside in the daytime, but 10 °F at night... the 10 °F is the ceiling limit of the dew point of that air mass. Likewise, if it's 90 °F during the daytime, but 65 °F at night, the dew point is capped around 65 °F. But that's quite moist compared to winter air masses)
(Unlike a house heater, quick major outdoor warmups are driven by warm fronts/warm air advection, which tend to bring in a different airmass, pulled in from more tropical regions, where the air also has also had plenty of time to evaporate moisture into it. So not the same dryness.)
(And air outdoors inevitably infiltrates/mixes indoors over time. So that colder, drier air will eventually come inside. You'll heat it, but it still doesn't have the moisture in it that the summertime air does.
Plus even apart from that, with it quite cold outside and warm and moist inside, the windows and other boundaries will cause the inside air touching it to condense because the surfaces get cold. Conservation of mass suggests it'd generally reevapoprate when warmer [unless you clean it up], but given most areas get cold regularly during the winter, the "puddle" would tend to be a pretty permanent feature if your inside warm air managed to be moist enough [try steaming some vegetables for a while, or running a humidifier, and you'll see this... also the same idea as the condensation that forms on the outside of a cold drink bottle/cup]. Your walls may even get damp if the temperature difference is great enough. All that liquid water is moisture taken out of the air.)