I figured it out when I picked him up in the morning after nights out and he smelled like seaweed! I followed him one evening through the bushes to the canal where he got in the water and laid down on a cement block that was underwater. He just looked up at me when I laughed, like "What?".

Don't rely on the expression. Roger (my cat) had the same look when he walked in the water voluntarily. Just really intense and maybe a little ecstatic. This kitty may have been thrown in but no worse the wear for an orange tabby. Chill.