After the scene where Super Shredder smashes up the dock and crushes himself all of the turtles jump out into the water. But when they come out of the water, all of them are completely dry. Their skin looks a little wet but their eye masks are bone dry.
I also noticed this when I recently watched the movie again. I guess they didn't want the turtles' suits to get wet, because it would probably ruin them since they are mostly mechanical.