Well, it depends on the attack and the defending pokémon, really, but for many of the water attacks you’ve described, it quite literally is a matter of pressure. For example, Surf, when used on the battlefield, is the literal raising of a tidal wave and driving it to crash down upon one’s opponent, and Water Gun is a high-powered jet of water, equivalent to being blasted by a fire hose. By contrast, when swimming or bathing, a pokémon is not enduring high amounts of pressure slamming down on it, and thus, its hide is able to withstand contact with it so long as the pokémon in question isn’t exposed to water for days on end.

Putting it another way, a rhydon’s hide is still being eroded by contact with water; it’s just that when it swims, this process happens at a much, much slower pace than when it’s being slammed with a literal tidal wave. Thus, it’s not necessarily hurt by swimming unless its hide is already severely damaged.

Additionally, some attacks make use of elemental energies linked to the pokémon’s unique aura. For example, any attack that glows or causes a pokémon’s body to glow (except for those of the psychic element, which glow as a natural result of exercising one’s own psi abilities) simply involves the channeling of a user’s inner energies in order to generate the attack. Thus, the attack in question is not only composed of literal water but also the essence thereof to create a rather potent combination of elemental force.