Only goobers wear socks in pool, now if you really want to be weird try wearing a sweater in a pool.
First thought is that they are hiding a foot fungus/ infection.
I think it's really odd. But there might be a good explanation as to why. I would probably ask them why out of curiosity before I put too much thought into it.
I wouldn't be too concerned. Perhaps they have deformed feet.
Actually.... If you see someone with socks it more likely the pool has a rough surface and walking around in the pool or playing causes something that looks almost blistered like feet. I've had to put socks on my kids when they were really young in certain pools. I wore socks to during those textured pools.