A fish is dry when submerge under water.
The feeling of wetness usually occur when the atmospheric oxygen react with the water on a body surface. If a body surface is submerged under water, it can not feel wet until it comes out of the water and the atmospheric oxygen react with the water on the body surface.
Water is the natural environment of the fish; a fish is dry when submerged inside water, but it will feel wet if it comes outside water.