Most common chemicals are.
Another broad and incorrect statement. Fats, oils, waxes, alkanes, many plastics, non ionic surfactants, most amino acids such as alanine, valine, leucine, isoleucine, phenylalanine, and methionine; silicones, proteins....etc etc. all hydrophobic i.e. not hygroscopic
As for drugs there are many hydrophobic drugs, including glucocorticoids and cyclosporine and most lipophillic drugs aren't hygroscopic including benzodiazepines; Diazepam, Lorazepam Temazepam, Oxazepam, etc, Haloperidol, Benzthiazide, Chlorpromazine, Eptastigmine, Indomethacine, Oxyphenbutazone, Pyrimethamine, Methoxsalen, Methylprednisone etc.... and many sulphur containing drugs.