Hi EF,
I would say you don't need to justify not going swimming in the wig.... just say to him you prefer sitting poolside, and don't want to get your make up splashed or your hair wet! If he takes extra convincing just say that chlorine is not good for blonde hair (it really isn't - have just had mine done and have been told by my colourist not to swim for 7-10 days or it could develop a "greenish" tinge from the chlorine).
Failing that (and this is probably a terrible idea) but double sided tit tape cut into very thin strips and applied?
Good luck and let us know how it goes!
Xxx