As for physiological adaptations, they are limited. Species that live in drier areas rely heavily on choosing the right microhabitats. So while the surface humidity might be close to inexistent, the right place under the right rock might provide just enough humidity to avoid disecation. I´m sure there are some physiological adaptations that enable them to reduce the amount of water they loose and to tolerate greater loss than other species, but they are still dependant on certain levels of humidity. Extreme dryness is lethal for every caudate.
The skin certainly changes between aquatic and terrestrial phase, a fact that is very easy to observe because the "texture" changes dramatically. Also, if you watch a newt after it has gone from one medium to the other for some time, you will inevitably observe the newt shedding, thus adapting its skin to the new conditions. Also, newts in terrestrial phase have larger amounts of keratin in their skins which provides some degree of insulation and prevents excessive transpiration. Other groups use mucus for the same effect.
In nature, the triggers are mainly environmental. These produce changes in hormonal levels which in turn produce physiological changes. The main trigger is temperature, but other factors can prove to be very important such as photoperiod, humidity, atmospheric pressure...
Food is important in that an underfed individual can´t afford all the energy cost that the necessary physiological changes require.
I believe you may be spot on. We take for granted that they know better and that they choose the perfect place for them at any given time. However, as you say, species that are adapted to more extreme environments might have an urge to take advantage of the "good times". I think perhaps it´s the levels of humidity in the air that cause problems since there is a correlation among skin diseases and bad ventilation. This would perhaps explain why this species seems to do so well outdoors even in areas that are substantially more humid than their native range.
In my case i´m almost convinced that it was my fault for providing too much humidity. I have a friend that is currently raising this species with greater success than i did and his conditions are definitely much more mediterranean.
Still, it was a rookie mistake for me to give into the whim of wanting this spectacular species. I was too green for an advanced species like this one.