Huh. Now I'm wondering if it's ever mentioned that Lilim are waterproof in-game. I'd assume so given that it has to rain at some point in GC.
I don't think it's mentionned per se, but Dorothy does mention having had sex in a jacuzzi when talking to streaming-chan, so it's established that at least she can be immersed just fine. That probably applies to some, if not all, other Lilims.
Not being waterproof would probably be an absolute nightmare for a lifeform of equivalent.