I cannot be 100% sure - see bio - but I am pretty sure.
All Key West waters are shitty water according to easily searchable stats, but rain runoff makes it much worse. [0]
To get to your point though, I had always hated chlorinated water even more. It will absolutely destroy your mucous membrane even if it is "clean." This destroys your first line of defense and can lead to all kinds of sensitivity after you leave the water. I believe that's the off-label benefit of those nose clips.