I'm afraid I'm going entirely on personal experience and anecdotal evidence here. Sorry. My guess would be that I feel sticker and sweatier because skin rubs against skin with no hair in the way. That's how it's always felt, clammy and icky, which is definitely not the case when there's hair. I'd say it's worth a try if this bothers you.

And feel free to insert any 'they just want to make you feel your body is not fine as it is so that you buy stuff' cynicism here. We're always told shaving is clean and hygenic and attractive when in fact this is not necessarily the case.