Water feels cooler than air at the same temperature because water has a much higher thermal conductivity and heat capacity, causing it to draw heat away from the human body at a significantly faster rate than air does.
The claim states a well-known scientific principle regarding thermal conductivity and human thermal perception. The retrieved papers discuss heat transfer coefficients, fluid dynamics, nanofluids, and convective cooling models, but none directly test or dispute the basic physical truism about water and air thermal conductivities. Therefore, this is categorized as common knowledge requiring no citation.