you don't, you can dive naked if you'd like.... but you can also go snow skiing in the nude as well... it's all a matter of comfort. wetsuits help you retain heat and water removes heat 25x faster than air, so you DO get chilly faster in water... a great simple description is located here:
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Scuba Divers wear wetsuits for the purpose of staying warm and protection. Wetsuits are named wetsuits because they get you wet. Water goes into the wetsuit and gets trapped. This trapped water is then heated up by your body by the escaping heat. This in turn keeps you warm. Also you know how when washing dishes your hands get soft. Well that happens to your body so rubbing against anything down there will for the most part cut you. The suits keep you protected.
You don't always need a wetsuit, it is just in winter or cold countries you would wear one. It is too cold even unbearable without one so that's why you would need a wetsuit!
they need protection in water from dangerous animals also there is a problem in breathing so they carry gas cylinder.