When you exercise in the heat, your clothes can become saturated in sweat. Good thing right? .. only if you change your t-shirt and continue to stay dry.
When we sweat, it is to lose heat that is accumulating in the body. However, at one point that sweat can become trapped in a microenvironment between the body surface and the clothing. If your t-shirt is dripping wet, you may start to retain heat and start to become intolerant to the exercise environment. Once again, to actually lose the heat, the sweat needs to evaporate from the skin, but this cannot happen if the water is trapped in the microenvironment i.e. between your body surface and the clothing. The best bet an athlete has is to: 1) regularly change t-shirts and towel down in between 2) drink plenty of water during exercise 3) exercise with maximum body surface exposure.