Swimming in the sea was necessary for many in ancient Rome or Greece, but did they do it for recreation?
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I have seen a picture of a Roman pool created from the sea made for relaxation and swimming. I think it was at Baiae or maybe Capri. I will have to look it up when i get chance.
That might have been at the Villa dei Papiri, Herculaneum. A pool near the beach rises the question if they preferred this to the sea though, rather than demonstrating a preference to the beach.
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There are two (sourced) Quora posts and a reddit post on this which cite Pliny, Cicero, Suetonius and others.
What they describe and reference is that rich Romans liked the seaside, and often had beaches near their villas. That could well be the landing grounds for boats though, since you might prefer to come to your villa by the sea rather than land travel. Pools near the beach in e.g. Herculaneum do not seem to favor the beach either. Swimming is mentioned by Pliny for North Africa, which hints to it being peculiar to Romans rather than it being common.