This is because the inter molecular force of attraction of the concrete floor which is a solid is more than the inter molecular force of the swimming pool which is a liquid. So, it hurts more on falling on a concrete floor as the bonds between the molecules of the floor cannot be broken easily whereas in the case of the water present in the swimming pool can be broken with less ease.
Because the  person 's momentum is decreased in very less time so he gets hurt but in case of swimming pool the person's momentum slowly decreases.
Hence it can be understood by the formula by the newton's third law 
F=m(v-u)/t              the rate of change of momentum