I've been noticing this, too. Right now I'm using Almond Kisses moisturizer on my face from lush and it is keeping helping the dryness (it has sweet almond oil in it). I've been wondering if jojoba oil might also help, but haven't tried it yet.
I'm going to have to try the coconut oil trick. I'm also sensitive to fragrances/all the junk I can't pronounce in products so I'm always looking for things my skin likes.
And +1 for showering right after getting out of the pool. I feel like my skin is much less itchy this way.
"Live, more than your neighbors. Unleash yourself upon the world and go places. Go now! Giggle. Know. Laugh. And bark the the moon like the wild dog that you are!" - Jon Blais