For example, the towns that has the highest dew point are usually next to the Red Sea and the Persian Gulf where the seawater temperature exceeds 30 degrees in summer.
It depends upon location, latitude, sea surface temperature and seasonality, dominant wind direction (offshore / onshore) and what dew point you are measuring - diurnal mean / min / max, mean weekly / monthly/ annual?
I don't recall anyone ever having asked this question, and I suspect that the answer will be vague and inconclusive. Test a hundred different coastal towns and you will get a hundred different answers. Also, it is time consuming, so do your own research. Numerous databases, which include coastal meteorology sites, will yield dew point data. Sea surface temperatures may not be so easy. I can only speak for Australia where the Bureau of Meteorology has SSTs available on-line. Prepare the two data sets with corresponding dates on an Excel spreadsheet - be careful to maintain exact date correspondence (errors can occur from missing data, systematic errors, transcription errors, and 'February 29th'). Then run the command "=PEARSON" to find the Pearson moment correlation. You could even publish your findings.