I do notice I get much hotter during the night after a swim, so that I often end up with just a sheet covering me until early morning. So something must be happening! But when I am in long enough, or the water is cold enough, I still shiver afterwards. I often do a short run back to my apartment, and that does help. Definitely for swimmers with more body fat than me ( and cold water swimmers do tend to have that ) It might be true.