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.

The glove provides quite a good approximation.