>Higher humidity air requires more energy to change the temperature, so you may be making your other heat source work harder.

A dehumdifier inside the house, produces more energy than it consumes as it releases the heat of vaporisation of the water. When it is very humid like drying clothes or a bathroom the COP is close to 2.

(Note that your heatpump loses this energy when it dehumidifies as the heat is dumped outside)

And what about a heat exchanger that heats the air inside the house without letting the air from the dryer to go directly inside?

Haha. My 30% humidity house can take it. My Canadian winter can take the extra heat. My dryer pumps out 5kw, I don't want to lose that and I need humidity. I do this. Do you know not every living accommodation is not identical to yours?

The dryer is always going to produce more humidity than you want in the house.  Even if the humidity amount is small, you still have to deal with the latent heat situation.  Higher humidity air requires more energy to change the temperature, so you may be making your other heat source work harder. negating the energy savings.  It would be better to use this heat to preheat domestic water coming in or makeup air coming in to house.  In both cases you would need to account for a way for the condensed water to drain to from the dryer air stream.  Something also to consider is the amount of dust in the form of lint you are introducing into your house, the lint screen only catches the big chunks the rest is going to go into your house.  More to clean.