Wood composite materials such as MDF will absorb airborne moisture like a sponge, and will eventually deform and disintegrate. If you could completely seal all surfaces (not likely), maybe that would slow the deterioration, but if you consider the added cost of materials and labor to do that, you may find that a good wood moulding would be a suitable alternative.
A poly moulding would be ideal for the wet location, if you can find one your customer likes.