Unfortunately, many homes have too few returns.

I think a more immediate solution for you could be to get a more powerful bathroom exhaust fan. Many exhaust fans are undersized, so they don't pull out enough moisture.

Bathroom exhaust fans are sized and rated by their ability to move air in cubic feet per minute, or CFMs. So the more CFMs a fan has the more powerful it is.

The Home Ventilating Institute has the following recommendations:

For bathrooms 100 square feet or less, choose 1 CFM per square foot. So, if you have 100 square feet bathroom, you should choose an exhaust fan that can exhaust 100 CFMs.

You might also consider a extra quiet, Energy Star fan with a humidity sensor. That way it won't be annoyingly loud, it will be energy efficient and it will turn on and off automatically when you take a shower.

That should help with that musty closet.

For me buy an exhaust fan based on square footage is a non sense. Because in a big bath the vapor have more room to spread, in a small one no. In our small bathroom my husband put a big exhaust fan and works amazing you can shower with closed doors and no vapor at all

According to Home Ventilating Institute, for bathrooms larger than 100 square feet, you need 50 CFMs for every major bathroom fixture. Toilets, Tubs, Showers, and Shower Tub combos count as major fixtures.

In our 50 square foot bathroom our exhaust fan is a 90 CFM works great