On a recent sunny day with temperatures in the low 80s, my kids were very surprised by how cold they felt when they were swimming, especially when they were exiting the pool. You generally feel cold after your morning shower to some degree because you are moving from a warm shower stall to a cooler environment, but mostly from the process of evaporative cooling. In other words, the moisture on your skin evaporates and in that process takes energy (heat) away from you and lowers the temperature of your skin.
In the case of my children coming out of a pool, even though the air temperature was warmer than your average bathroom, plus, the Sun’s radiation was also helping warm them up, the day they were swimming the dew point was only 40 degrees, meaning the air was very dry. The lower the dew point, the lower the relative humidity and that in turn accelerates the evaporation process. It was this more rapid evaporation and corresponding heat loss that made my kids feel exceptionally chilled that particular day even with temperatures in the lower 80s.