When we decide to have sex in water, we risk having lots of infections as there ar numerous bacteria in lakes, seas or even in our own bathtub. It could cause us serious medical problems.
Naturally the pool is no exception either! After closing hours, you may have the feel to be naughty with your loved one but it is best to practise self-control, because you could get serious illness from the water and the chlorine is no good for your genitals either.
Having sex in the bathtub has less risk. You just need to clean up the place before hoping in.
The best solution is using the shower! The wet feel can be achieved without having any risks at all!