Im a heating guy.... I wouldn't worry so much about your furnace as I would your electrical panel..... my tank has rusted out my fireplace louves 15 feet away in 2 years. 
I'd install a bath fan or someth I ng if possible and put it on a humidistat or timer to clear out the excess humidity. 
 
No matter how you look at it salt or not water water will produce humidity which is bad for electrical components- your panel and all the wiring in the furnace 
The duct work will rust over time as well. Get some type of ventilation in the room. What type of furnace and hwt do you have? If not direct vent you can't exhaust air out as a negative pressure will draw products of combustion into your house. 
PM me for further questions or details. 
		
	
		
		
		
		
			
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				Last edited by e46er; 12-19-2014 at 05:06 AM.
				
				
			
		
		
	
		
		
	
	
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