@xylome: At the moment, when you use the swimming app it automatically activates Water Lock Mode which disables the Always On feature, although I do appreciate that this isn't ideal if you want to check your progress mid-workout. I'll pass your feedback on to our R&D Team to see if this can be adjusted in a future product or update. Apologies for any inconvenience this might cause you.
@xylome: Just heard back from the developers about this request, and they say that the option to keep the display always on while swimming will probably be implemented this year. However, the exact date of implementation is not known yet.