Calling yourself dry when you're underwater just sounds so odd! Although... When I go swimming, I wouldn't considering myself wet when I'm underwater. It's a different feeling than when you get out of the water, but I don't think there's another word for it...

[But it just sounds bizarre for anyone in an underwater society to call themselves "dry". She ponders to herself a little more, then addresses Akechi again:] Maybe if you see them again, you could ask them?