I distinctly remember a situation where I was being confused whether my hand was wet or not when wearing gloves. My hand was in fact not wet back then. I went to test it again to refresh my memory and the experience in glove is not identical, but it is certainly sufficiently close to have a potential to confuse. Especially when submerging a hand with glove and without glove the experience is very similar, the biggest difference is when you get the hand out of the water.
It’s similar, but it’s not the same. I’m not yet ready to accept that the sensation of “wet” is only the result of pressure and heat transfer. Which is why, though similar, you can still tell the difference.
The glove provides quite a good approximation.