There is always a breeze on the ship when it is moving. Some ports can be stifling, no matter what time of year (Port Canaveral, Nassau). May can be hot (2025) or not (2023). There are typically breezes in the islands, and there are still thunderstorms. The water is warmer for swimming than it is in March or the winter. Either way, you are talking about cruising the tropics, which will likely be warmer than wherever you are coming from.