Eldar spend most of their life on their craftworld's doing all kinds of activities, mastering there paths, the craftworld's themselves are massive cities and even have domes with different mini environments with plants and animals in. These domes are where Eldar go to relax and discover new experiences there. It would make sense that swimming is an experience at least some Eldar would seek.

If you are interested in what life is like for the Eldar I recommend reading the path books (path of the warrior, path of the seer and path of the outcast) each gives a different point of view from three friends who each take different paths. The first quarter of each book gives great insight into how Eldar live.

You're bordering dangerously close to the waiting arms of She Who Thirsts. Seek the counsel of a Farseer immediately.