Hi Lina,
I know, it seems really counterintuitive.
I'll use an analogy to explain this:
Consider 100 g of pure gold. You go get it appraised. Ooooh, you're gonna be rich!
Consider 95 g of gold tainted with 5 g of brass. Both look the same (yellow and shiny). You THINK it's still 100% gold. You go get it appraised. HEY. Why isn't it worth as much anymore?
Same idea as the question. 100% pure molecule has a HIGHER molecular weight than wet molecule. The water is "tainting" the molecule (because it is lighter) and bringing the average molecular weight DOWN.
That's the idea behind the answer.