The
evaporation of
water drains
heat from the body of the
animal (this is a common cause of
hypothermia), requiring the animal to
burn calories to maintain its
body heat, calories better spent
hunting,
mating, keeping your
immune system ( or caring for other members of the
community (family, flock, herd...).
Also, the evaporating water might make small particles from the animal's
fur,
feathers or
skin airborne, thus spreading the
scent of the animal over a larger area than usual, attracting
predators.
Yet another reason is the
disabling effect the water might have on the fur or feathers of the animal. In cold weather, an ice crust might form on the wet fur and the moist might accumulate snow and grime, and the extra
weight of the water might make
flight impossible.
Trust me on this; I've got fur.