LOL...I'm a dog groomer, so I have to know a thing or two about doggies. I also train them...I have one that does all those cool doggie tricks like sit up and beg, roll over, shake hands, speak, jump, twirl like a ballerina, and we're working on belly crawling and playing dead.
Anyway, dogs are individual as people, but breeds do have some general traits bred into them for the work they were bred to do.
Retrievers are generally water loving, and don't mind wet weather. A dog bred to retrieve water fowl like ducks and geese would be pretty useless if if didn't love the water.
The coats of retrievers are designed to protect them from getting cold when wet, as they are oilier than other dog coats to naturally shed water, and they have a thick protective undercoat, too.
They don't feel cold when wet unless it's pretty darn cold. So, your doggie is pretty normal for a retriever. And they never get tired of playing fetch, either. I had a Lab who would catch a tennis ball we'd throw up on the roof and let roll down..she never seemed to get tired of figuring out where the ball would land next and would do it for HOURS, until exhausted.
Your doggie probably can't figure out why you're not crazy about rain and cold lakes too. LOL