I believe the moist is just under the shield. I once installed this "zagg" shield to my n95 and i got also this white "haze/moist", it should dry out in couple days. I can be wrong though
I personally think these invisible shields are RUBBISH and dont recommend them to anyone, they are difficult to apply and water is always bad to your phone (exept sonim). I would recommend to you though to order from ebay some screen protectors, they cost allmost nothing and are wery easy to install (with no water). I just ordered a while ago six of them and cost about 8 USD!!! perfect fit!!