My thoughts are that your air conditioner is evaporative.

Evaporative air conditioners work by using the energy from hot air to evaporate water, thus changing hot dry air to cooler moister air. The cooler air is typically at very high humidity levels, which will inhibit the ability of your sweat to evaporate as the air is already carrying all of the water it possibly can.

I would suggest opening some windows to prevent the buildup of the humid air in your house. If you live in an already humid area (e.g. Northern Australia, Southern USA) you may want to consider getting a different kind of air conditioner as evaporative systems work best in low humidity climates.