Like the other answer, in part I am sure it is literally that amniotic fluid is not water.  Your hands will not wrinkle in all fluids, they do in some fluids.  I also don't even know if they would absorb water that early even if exposed.  You are covered in vernix at birth, and it's waxy & protective.  That alone would likely act as a water barrier.  You will also notice in wrinkling it's only in the hands & feet.  That type of wrinkling is intended to improve traction on slippery surfaces.  You don't wrinkle everywhere when submerged, only in the areas where it may benefit you to do so.