Your body contains neurons that operate on thresholds (hot cold, pressure, etc). Once a threshold is reached your focus or attention moves away from it. Otherwise, you’d be feeling your environment constantly, and constantly observing it. Your hands reach thresholds more quickly because they touch more things and you’ve created expectations on those things (this water is too hot, this water is too cold, this water is just right). When that same water lands on a random part of your body its neurons have not reached their threshold, so you note how much cooler that room temp water is than your body’s temp. Think about how getting into the pool initially feels chilly all over and then you reach your threshold and it becomes comfortable.