If I melt the dry ice in a pool. I am thinking that Can I have bath without getting wet by melted dry ice?
Are you ready to jump into a pool with pressure of about $50\times 10^5pa$ ??
Yes, $P_c$, critical pressure of carbon-di-oxide is about $5.1\ atm$, that too at about $-50^0 C$. So, a pool with liquid $CO_2$ will never be opened for a bath!
Also at room temperature this will go above $50atm!!$
This would happen if you try turning it into liquid.
Also If we consider your question as :Will liquid $CO_2$ wet any surface? Then answer would be probably
yes.That is probably visible in vedio as well. Liquid $CO_2$ has a low surface tension.