Like the previous post said, this is normal and in the instruction manual.
I had a 2020 Explorer ST back when I lived in the Portland, OR. I would get moisture in my headlights, like yours.
I got my Tremor right before moving out to Colorado. It's pretty dry here, so I haven't noticed any moisture in my headlights. But, if I were back in Portland, I would not be surprised to see my headlights looking like yours.