I’m in a pool, man! I feel very cool and comfortable in my getup. As a man, you’ve probably never worn a lady’s swimsuit, but I can tell you that it is generally NOT comfortable—wedgies, clinginess, digging straps, the constant threat of a bikini top just coming off when you jump into the pool. Ugh, the worst.
However, I think a more important point to make here is that there are two kinds of comfort: physical and emotional/psychological. For me, and for most women probably, psychological comfort (feeling safe, respected, etc.) is more important to my well-being than physical comfort. So, even if it were less comfortable physically, it would still make sense for me to protect my emotional well-being by whatever means necessary.