Why is magnesium hydroxide not hygroscopic?
Try looking at Inorganic Chemistry in Aqueous Solution by Jack Barrett around page 41 on google books or elsewhere.  

Entropy of hydration of Mg2+ is very negative compare to Na+.  

According to Barrett, more highly charged ions restrict the movement of water molecules of hydration more.  Also, the smaller the radius of the ion, the more restricted the movement of the hydrating waters is.  Both the number of waters whose movement is restricted, and the degree to which they are restricted, is affected by charge and radius.  

A complete analysis would consider both the entropy and enthalpy contributions.