One possible answer for your question could have to do with the level of exercise the subject is doing.
While the nasal passage is the main route for breathing, it provides cleaner air and allows for more even and slow respiration rates, a greater volume of air can pass through the mouth LaComb.
There is no discomfort in mouth breathing during exercise because mouth breathing can deliver greater amounts of oxygen and release greater amounts of CO2; it is the preferred method of breathing for increased activity.
Secondly, discomfort in oral breathing stems from a perception of breathlessness due to stimulation of receptors in the oral mucosa. When patients were required to breath orally with humidified air, no instances of breathlessness were reported (Source).
Based on these two studies, when exercising oral-breathing is required to deliver adequate amounts of O2. Therefore, nasal-breathing is not required and an obstruction of the nasal passage is not percieved. When exercising in a pool, discomfort of oral-breathing is diminished due to the humidity of the surrounding air. When not exercising, and breathing orally in low humidity air, discomfort is felt due to the stimulation of receptors in the oral mucosa.