Actually, quite the opposite. It would take LESS moisture to warp a solid piece of cedar (considering humidors are lined this relatively thin pieces, say 1/8"-1/4") than veneer. The reason being, the veneer is glued to a piece of ply/MDF/substrate, that are manufactured for the purposes of being extremely dimensionally stable. Also, when humidors are lined with solid cedar the cedar cannot (read should not) be glued in over the entire face, this negates the cedar's ability to expand and will most DEFINITELY harm the structural integrity of the humidor if NOT allowed to move freely. Since it's not glued in over the entire surface this thus makes it more likely to move. HOWEVER, do not read warp as equaling move. Wood SHOULD move and expand with different humidity levels, and a good piece will do some evenly and only do so ALONG the grain (ie: LENGTH will not change). Warping is where the wood cups, twists, or bows as a result of expansion. That said, veneered work will MOVE less, simply because that's exactly what it's designed to do. Solid wood SHOULD move. By NO means is veneered work more prone to warping, quite the opposite, however, NETHIER, if built correctly using the right wood and the right cuts should warp with a wipe down.
I'm not sure how much wood-working you do... but you should probably read up on how and why ply is made and used, as well as the characteristics of wood.
Chris