When you sweat, you lose moisture. Exercising, especially weight training gives your skin a workout too. Cell growth is increasing along with your muscles, which means post-repair and restoration of collagen fibres is essential.
Showering alone is damaging to the skin, because it removes a key lipid barrier. To avoid this, keep your showers as short and cooling as possible.
The best thing you can do post-workout to restore the skin's natural moisture is to apply a body lotion. A 30 second application will strengthen your skin, stimulate circulation, hydrate and detoxify the body.