Me too. I find it too hot at the beach during the day. I would rather look around and then take a siesta during the heat of the day. Then go to the beach for a relaxing swim afterward when the heat is going away.
I don't think I've ever come across a hotel in Aruba with an indoor pool. The weather there is pretty much perfect year round so I'm not sure it would make a lot of sense. If anyone finds one though I'd be interested to know which hotel it is.