/seconded
When you think that your body doesn't sweat when you work out, what you are seeing is your body doing exactly what it needs to do. You really are sweating, even if you don't realize it. You sweat so the sweat can evaporate off of your skin. The process of water going from a liquid to a gas has to draw the energy from somewhere, meaning that your skin is going to cool. By sealing your body in a plastic bag or suit, you make it so that there is no more room for water in the air contained in the bag, and that water that was previously evaporating is now collecting on your body, meaning that instead of cooling yourself, you are just dehydrating yourself further, and allowing your body temperature to rise.
Unchecked, this will kill you.