Because you arouse it too much

Water isn't wet. Wet is what happens to a solid when making contact with liquid.

We can't actually detect 'wetness', our skin senses it through temperature drops, since water is very conductive.

So water is wet because it's so good at pulling heat away from you. That's why even when wearing gloves you can still detect wetness.

The molecules stick just loosely enough to follow & resist gravity through most porous materials, yet sticks just tight enough to be awkward, which combines to fill gaps at even a microscopic level. And evaporates cooling slowly enough it can stay to remain wet (Though "wet" is a lot weirder when it doesn't cool & evaporate). What's interesting is that at very cold temperatures it's not wet, but at higher temperatures it's always wet as long as there's enough water to feel it on your face. Your face actually gets wet proportional to the quantity & heat of the water in the air, to the point it starts to join the water in the air. We feel this during exceptionally hot rock concerts renowned for "melting your face off", and making everyone wet.

It's tempting to say because it's a fluid, but I'm not actually sure all fluids are wet. I've heard glass is a fluid? I'm sure silly putty is, though I recall some non-neutonian fluids being wetter than others in my kindergarten experiments. Cats are a fluid that is notoriously hydrophobic. (except for some swamp cats, who are much more open minded).

Despite water's notoriety for wetness, that's more a function of it's notoriety than it's wetness. It's not nearly as wet Superfluid Helium II, which is so wet gravity doesn't even matter.

https://en.wikipedia.org/wiki/Van_der_Waals_force

In my opinion, a more interesting question:

What does "wet" actually mean?