To understand this we need to know how salt crystal are formed.
so we all knew that we obtain salt from sea water, so how is it really prepared????
well the simplest answer is, as sea water contain dissolved salt in it in very huge amount, so we just evaporate the water from the solution, and when all the water is evaporated, what we obtain is dry salt crystalls.
so as to answer your question, yes the crtystalls of salt are really dry.