Your body holds the water in because it knows you are sweating. I used to go all day at tennis tournaments, drink tons of Gatorade and water and pee maybe once all day. And when I did it was very concentrated because my body took the water part of it to use. Ok TMI.
On very hot days, with long exposure to heat, water isn't enough. Our body loses electrolytes. Drinks like Gatorade helps replenish those.