Dry air at 20°C (68°F) is about 1.204 kg/m3.
At 30°C (86°F) it's about 1.165 kg/m3

That's about a 3.35% difference in density - which given everything else is constant, you can certainly feel. Warmer air also holds more moisture, which makes it even less dense. (Water vapor is lighter than air.)

In contrast, the difference between the density of cold water (4°C) vs. warmer water (20°C) is only about 0.18%, which you can almost certainly not feel.