In most races it's against the rules to take a feed (ie have someone hand you water). Since it's only 40 minutes, if you're well-hydrated before-hand, you won't need it (from a physiological pov). However, from a mental pov, you probably "think" you need it -- your mouth feels dry so you think you're thirsty.

I chew gum. Keeps me from feeling thirsty (kinda).

I actually had someone feeding me during this race. I don't usually, but since we had volunteers, I took him up on it.

Occassionally you'll see someone racing with a CamelBak, but that's really unusual. You might also see someone with a water bottle in their jersey pocket, but again, unusual.

To answer your question, I guess you just get used to it.