It has zero to do with wind patterns. But this is what it *does* have to do with...
Water is an excellent heat sink. It accepts energy relatively slowly, but once that thermal energy is inside, it's very stingy about letting it out.
Beach sand, on the other hand, which is primarily silica/quartz is very poor. It heats up rapidly and can get quite hot, and it will stay that way as long as the Sun is pumping energy into it. But when the Sun goes down, it loses its thermal energy as fast as it gained it (which is why I life when someone on Star Trek uses a phases to heat up a rock for all-night warmth).
I can see the beach from my backyard, and I'm about 30 miles from the US - Mexican border. The water temperature averages about 72 F year-round. 72 degree water is pretty nice. Because water is such a good thermal battery, it won't change much between high noon and the dead of night.
When I go down during the day - especially when the sunlight is stronger, such as in the summer - the sand will have really sucked up the Sun's thermal energy. It can easily be 80 or 90 degrees, which is why you see people dancing around on the sand like hot coals. So the sand is about 85 F, but the water is only 72 F, so the relative temperature difference makes the water feel colder (because it is).
On the other hand, if I stay long enough with my wife and girls to watch the Sun go down, and make a little barbecue pit, I can walk into the surf and the water will feel warmer than the sand - because that silica has barfed up its energy as soon as it couldn't be maintained, so now is (I'll just pull out a number) only 60 degrees F. In this case, the water is warmer than the sand, so it feels warmer (because it is).
So even though the water temperature is constant at 72 F, the sand changes - so the *apparent* temperature of the water changes.
Many school kids prove this in 4th grade by getting one bowl of room temperature water, one of ice water, and one of warm water. You put one hand in the ice water, one hand in the warm water, give them time to change temperature, then put both hands into the room temperature water - the "hot" hand will feel cold, the "cold" hand will feel cool.
It's the same at the beach!