A good question. Gatsby was wearing a swimming suit because he had been swimming. I know you asked for symbolic reasons, but the symbolic is always anchored in the practical/literal. Remember that swimming pools were much less common at that time, and having a private pool—and the time to swim in it—were signs of great wealth. So, the first reason is a display of his wealth. The second is to show that even wealth doesn't provide protection. Like the stories he wrapped around his true identity, the wealth he owned could be penetrated and he was as vulnerable as anyone. A related third reason is the vulnerability of near-nakedness. A possible fourth is coming full circle: remember that he started his fortune on the water. A fifth is irony: remember that he had been planning to drain the pool because autumn was coming.
another part of the symbolism is that every major part of his life has occured in water. He re-established his relationship with Daisy while it was raining, he left home to work on a boat, died by a swimming pool, and it was raining at his funeral. . . though this could just be a motif? The water has to symbolise something though . . .
I know this post is from two years ago, but the swimming pool represents the state of mind that Jay is in after it becomes evident the Daisy is in love with Tom. The swimming pool is a symbol of summer which Jay spends trying to win back Daisy, but after the bad news, the Autumn leaves start falling, which shows how gatsby is feeling. Keeping the pool basically is because it is his dream to be with Daisy.