First you said "...my 870 Express..." and then you said "parkerizing on an 870P." If the markings on the left side of the receiver say Express, then it isn't an 870P. Lots of dealers are _calling_ the short barreled 870 Express guns "police" guns, but that isn't the case.
If you bought a new 870 Express, and have not had it parkerized yourself, then the gun you have has the factory original matte blue finish. Some Express guns seem to be far more subject to rust than the average, we have one of those here and it is a perpetual problem to keep rust free even sitting on its pegs in a hidden spot inside the house. I can't explain it, it's just a problem with that particular gun. There are several other Express guns here and none of the rest of them have that problem.
As a rule parkerizing or phosphate finishing is more effective a finish than bluing. Bluing actually is a form of rust. If you have an 870P that is parkerized, it should take more than a little moisture to make it rust so quickly.
I find that Johnson's paste wax (in the squat yellow and red can, at the supermarket) does a good job of protecting blued finishes, including matte bluing as on the Express. Some folks have also been known to use parrafin or candle wax rubbed into the finish on Express guns to protect it. And nowadays a good many people are using one or another of the spray-on finishes as well. Lots of options available, I hope you find one that works for you.
lpl/nc