Why can't we see Water in the Air?

What we know reflects the questions we formulate which, in turn, limit the scope of the answers we get. These answers then tell us what we can do and, maybe, why.
Asking the right question about air we breathe!

Glass half full of water
Source - en.wikipwedia.org

Puddle
Source - roywater.com

When we look at freshwater we see it as something that exists in bulk, like a glass half full of water, a huge lake that we can jump into, a puddle that can wet our shoes.
From these experiences we jump to the conclusion, and remember it as knowledge, that when we cannot "see" any water it's because there is no water there.
This knowledge, based solely on experience, also makes us typically unaware of the air that surrounds us. Only when we have difficulty breathing, or breathe in something that we choke on, do we realize that the air exists and is bad.
Water we cannot see because it's bulk is so small

Water on a leaf
Source - savethepark.org

Water exists in the air as groups of molecules in gaseous or vapor form.
Liquid water molecules can combine into large enough bodies visible to the human eye, for example, in fog.
 These sets of molecules have body when compared to the molecules of air's other ingredients (Nitrogen, carbon-dioxide and other gases).
But these water molecule groups are so tiny when compared with drops of water that we can clearly see, for example, on plant leaves.
primarily dependent on temperature.

Just because we cannot see the water in the air around us , in the same air we breathe, it does not imply that air is devoid of moisture of any kind!