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I don't know. I have never handled elephants before. But i can imagine they like to go for a swim. I once heard from a teacher that he met a circusguy letting out a lion (or a tiger?) in populated area at nighttime, to give the animal a walk. So maybe circus guys let their animals out now and then. A happy animal is a happy animalkeeper!
Also read below:

ELEPHANT ENCYCLOPEDIA http://www.upali.ch/elephant_encyclopedia.html

Do Elephants Like to Swim? Particularly young elephants love swimming and diving. They "fight" the waves in wild abandon, climb about on the older group members and splash back into the water. They are also untiring divers. When watching the animals in the water, the elephant keepers are always relieved to spot the small elephant's trunk peeping out of the water again to take another breath.

http://www.charitywire.com/charity17/02845.html

Even though elephants are excellent swimmers by nature, on July 26th 1999, a baby elephant named Benjamin, mysteriously died while swimming in a pond in Texas. USDA documents show that Benjamin's trainer had allowed him to go into the pond, but when he refused to come out the trainer went into the pond after him with an ankus. "Witnesses state the animal attempted to avoid (the trainer) when he 'poked' the elephant with a stick (ankus)."

“So maybe circus guys let their animals out now and then.”

Our old neighbor likes to tell the story how 40+ years ago she looked out her window. There in her back yard was a monkey dressed like a pirate. With a parrot on its shoulder! She went to go get her husband, and by the time they got back to the window the pair were gone. The husband told her to knock off the drinking. (I’m envisioning that lady across the street in “Bewitched” calling Abner to the window each episode!)

She pondered it for quite awhile, but KNEW she had seen the pirate monkey and parrot. Against her husband’s wishes she called the police. Indeed, the pair had escaped the traveling circus! They finally caught them a few days later.