IJKLM......I didn't know that the pool water temperature was lowered during aquarobics class, so thank you for that.
However..sweating or not , the kinetic energy in the form of heat, remains the same, the body and the sweat contributing to the transfer of heat to the pool water, so the pool water should heat up and the body temperature, remains the same......the whole object of sweating.
I suppose one should take into account the loss of heat due to flow of the pool water.
Whichever way, i cannot see how the pool should be cooler unless as you say, the manager controls the heat himself.