Frequency. Urinary frequency is usually a sign of a UTI or overactive bladder (urge incontinence). You did not mention if the frequency happens a few days after or immediately after swimming. If it happens immediately after swimming, the effect of running water or even swimming, in some women, causes a physiologic reaction to have the urge to urinate. Otherwise, check for a possible urinary infection.
?Chlorine irritation. Urinating often after swimming can be due to irritant effect of chlorine water on your urinary passage and delicate skin between the labia. Water can enter the urethra whist swimming, not when you shower. Do you have same irritation when you take a bath at home because this can also occur if soapy water enters the urethra.