Does it help to allow veggies to lose moisture before frying?
Yes, it helps to dry veggies before frying them.

In fact, many recipes for fried and deep-fried vegetables contain explicit instructions for drying them, including salting, blotting between paper towels, or wiping down and dusting the surface with starch.

The reason why simply leaving veggies out on the counter is not a frequently seen instruction is that (a) that's a very slow way to dry them, and (b) it may cause them to oxidize or otherwise develop undesireable flavors or colors.  But if you live in a low-humidity environment, there's no reason it wouldn't work.