While sunburn may not be as much of an issue for most pokemon as, say, humans, it's still a pretty unpleasant thing, and if not that, then whatever other potential issues overexposure may bring, like becoming a tad too dry or the like.
That does open the door however for some... interesting mishaps, as seen here with Slethy's trip to the pool having taking a decidedly squeaky turn, much to his confusion, though I don't think he'll mind at all being a pooltoy for a bit and helping others have fun, and it does technically still act as a sunscreen of sorts, so, all's well I guess~?