I ask that anybody who has done their own research and have found anything contrary to what I have found to please bring it to the table. I welcome being corrected if I have it wrong, except spelling and grammar, I know I suck in that regard, so don't rub it in.
I've learned quite a bit about Aluminum and it's different compounds. Aluminum is an element but is never found free standing but always in compound. The compound that is most important to this discussion is Aluminum Oxide and it is in fact hygroscopic but the alloy itself is not in the true sense, so the answer to the question has to be yes and no. Most of the other compounds are known as Aluminum salts and are not found in Aluninum as an alloy.
As Aluminum is exposed to Oxygen it develops an Oxide layer that's around 4 nm thick when new and slowly grows with exposure. This Oxide layer is hygroscopic because of it's pourus nature and does hold moiture. Aluminum Oxide is actually misted with Gold particles and used in most electronic moisture analyzers by measuring impedance across the two to measure the amount of moisture in a gas.
The Oxide layer needs to be removed either chemically or mechaniclly before welding for critical welds. Reason being is since it's nature to hold moisture and the fact that as an Oxide it's much heavier than the molten alloy it's attached to will cause it to be introduced into the weld puddle. It's melting temperature of nearly 3 times that of the base metal means that it will not be melted in the weld puddle. On new Alluminum the cleaning action of ACHF is enough for non-critical welds for this to cause little consequences.
The one thing that should be noted is that if the Oxide layer is not removed it can lead to Hydrogen embrittlement of the weld because the moisture that's trapped in it wil bring Hydrogen into the weld and it gets suspended in the fast freezing metal and forms porosity which can lead to hot short cracking. From everything I've read, I'm led to believe that the Oxygen that is introduced to the weld from the moisture may be what causes the dull surface and grainy appearance in the form of Oxides within the weld.
It also should be noted that Anodising actually increases this Oxide layer in thickness so it presents a whole other set of circumstances which would compound the problems mentioned here. We'll leave that for another day.
One cool side note from all this is I learned quite a bit about the town that I live in from all this. Charles Martin Hall, one of the original folks to develop a way to extract Alluminum from Bauxite started a little company called Pittsburgh Reduction Co. that quickly out grew it's space in Pittsburgh and had to move to a larger building in my town. In New Kensington, my town, he started what turned into a company most of you might recognise, ALCOA, then later to include ALCAN. GreinTime was born about 2 blocks from the birthplace of the Aluminum Industry, a couple of years later though.
Len
Some articles said that aluminium is hygroscopic in some ways, but nothing more and some articles didn't mention of it at all. I'm not very satisfied with my search yet, but these aren't things that you just read in 5 min and that's that, right? 
