Because warm water is very very rare in nature. The body is reacting to the rate that heat is conducted through the skin.<quoted text>
You are still avoiding questions. When hitting your funny bone (ulnar nerve) and pulling away is that an instinct or a reflex? When getting hit in the knee(patellar reflex) and your leg kicks out is that an instinct or a reflex?
Can warm water drown a baby? If the Mammalian diving reflex is as you call it an "instinct" why does it not happen in warm water?
The boundary line between reflex and instinct is probably on the fuzzy side. Just as so many other supposed hard lines in biology.