Mold can be an issue.
Letting a cage dry out in between mistings, and regular cleanings can pretty much kill any chance of it becoming a problem though.
I recently moved near the coast. The humidity stays up for the most part, and I have 3 nozzles that run 8 times a day, moving 2 gallons of water a day. I havnt had an issue with it YET. Im really not sure how some do, I just know that they do.
I guess I am one of the luck one's NOT. I had to replace both windows in one bathroom due to mold. it was due to me keeping a quad it there that needed very high humidity - and got it.