The relative humidity of a bathroom after a shower must be much higher than 40% - I would imagine getting towards 100% (hence room temperature mirrors steaming up). Where I live (UK) I don't think I've ever seen an indoor humidity as low as 40% - it's typically in the 60-70% range.

Moisture has to go somewhere even if you don't see it visibly condensing on windows.

Either it's being absorbed or you have something removing moisture from the system (venting, etc).

House code in Finland requires mechanical ventilation with vents in the bathroom. I only see brief condensation on my bathroom windows when I leave the sauna door open in the winter (approx. 100 celsius, 80%RH).

With good building codes, you won't have condensation issues.

Alas, the UK has the twin problems of poor building codes and lots of old housing stock that nobody puts much thought into maintaining. In the latter case, people will take single skin brick buildings and apply "vapour control" materials outside the building, thus ensuring moisture is locked into the bricks. Then they wonder why they have damp, etc.

Alas, we are a very silly country.

What kinds of material is added to exterior brick? Insulating panels?

Sand and cement in my house's case. Rubbish insulation, utterly impermeable - combined that means the dew point (where water vapour condenses) is within the brick. The freezing point is too, and bricks are not exactly flexible when saturated with expanding and contracting substances.

Some insulating panels are also dreadful, but on the whole a semi-competent installer will do the thing right. The problem is, some aren't even that good - we're talking a minimum bar of an NVQ level 2, and that's if people don't decide to just.. go self employed and do it without training. No regulation at all, and there can't really be any until it is a licensed occupation.