It’s a battle between the properties of fluids.
If you have lots of water, then the more influential property is the friction reduction *(Such as rain on roads)*, however, if you only have a few droplets as you mentioned with the sock, then the more influential properties are the cohesion between the water molecules. This means that the droplets on your sock and skin are trying to stick together.
Fun fact: Water is the most cohesive non-metallic liquid!
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