It depends on when it happened,if not that long ago I would probably ask to go next time,kids will be kids and good clean fun is just that. It's not like they were drinking,smoking or having sex. In today's world it could be alot worst.
My son does things like this without asking me when I am actually there - if we go to the coast and he decides to paddle even though we haven't taken swimming things because it's not warm enough, he always goes out too far (on purpose) and eventually ends up swimming wearing his only set of clothes. He is quite impulsive....I just think its his choice if he wants to go around for the rest of the day in wet clothes. He is not a small child, so up to him!
I have a daughter even thoe she dos not live with me as me and her mum separated if she whent swimming fully clothed with ou asking i would not be botherd as i do it any way and my view is that they are her clothe and if she wants to swin in them then that is her choice.
I wouldn't think twice about it so they wouldn't have to lie. My girls would jump into the pool with their clothes on all the time when they were growing up, and I've done it myself too. It might be an issue if they were doing this in an unsafe place, but the issue then would be safety, not clothing.
Last night of swimming lessons for my three year old, they decide to have playtime , tons of kids and five or six instructors/lifeguards on duty. They're in the shallow end with slides and whatnot but the shallow end...