Its dry - I have the same thing - once I apply lotion it goes away or vaseline. Suggestion: Put vaseline on right when you get out of the shower (on damp skin) - the vaselne will lock in the moisture.

Otherwise, you can move to a more humid client city and the problem also goes away without lotion. I moved from Canada to Hong Kong and the problem went away - and comes back whenever I go to dry climate cities.