Their natural habitat is on the dry side above ground, but they spend most of their time in burrows, which are humid. Dig down under a sizable rock, or into a cave, you'll see it's humid, or even downright damp, even if the surface soil is bone dry. What rain they get soaks into the ground, so the ground is moist once you dig down a bit. The wild geckos spend their time in those burrows, so it's not surprising to find captives curling up in the humid hide during the day. There's evidence that they can also re-hydrate to some extent in that humid air, which would be another reason for them not needing to lap up water like we expect them to. They obviously still drink when water is available, but between rain storms, or foggy mornings, they can limit their water loss by staying in a humid burrow. Captives have the best of both worlds, humid 'burrow', water source in the dish, and moisture in gutloaded prey, so they can hang out where they want, be it the humid hide, or the dry one.
I posted this in another thread. It explains why healthy adults don't need to eat every day, or even every other day:
Leopards store fat for winter brumation, so they tend to snarf down anything edible when it's warm. Captive ones get fed all year long, and in many cases, they get too much food, so they never get to wear off the fat. Fat geckos can't move as fast as slimmer ones, but they don't normally have to move much during brumation, so it's okay to pack on the weight. Some people tend to think there's a natural tendency for them to slow down eating when they get too fat, something along a natural diet plan for the sake of survival.
Cold-blooded animals have a much lower metabolism than warm-blooded ones. They don't need to eat 3 meals a day. In some warm-blooded species as much as 75% of their calorie intake goes toward body heat. The leopards don't need those calories to burn, which explains why they don't need to eat every day, or in a few cases, no more than once a week. As long as their food has the proper nutrients (gutloaded and supplemented), they'll be okay with less food than we tend to think they need. My leopards get fed every 3 days in summer, every 5 days in winter. They're not starved, they've got a healthy weight, and some are 15-19 years old. If they decide not to eat for a few meals, I don't worry, as long as they're not sick, and don't loose too much weight.