Some of the sweat under the fur will be stuck to the hair itself. When it evaporates, it cools the hair, which does not have the same effect as cooling the skin, under which flows the blood. It is the blood which needs to be cooled so that it can cool the interior of the body. This is a size effect. African bodies, like the Watusi, are long and lean, maximizing surface area and minimizing heat retention.
Pigs have hair, it is sparse.
Appearances may deceive you. Because of this I would like to see numbers on the hair of pigs vs. wild boars. This is an entirely different issue. This measures how much dehydration men and camels can undergo, not necessarily how much sweat can be produced. This capacity says nothing about sweating per se.