I've noticed a trend in the last few years of parents getting worried about their kids shivering during swim lessons. No one used to ever give that a second thought. I don't think kids worry about getting cold unless their parents make a big deal of it.
Your pool, in particular, seems dangerously hot. A kid that gets cold in that water just needs to jump up and down a few times to get his blood pumping.
I say this as the former record holder for World's Skinniest Kid in an Industrialized Nation.