Is your Google broken?
Alright, alright, I will play along! Wet cylinder liner is a liner that's in direct contact with the coolant. This means it basically acts as the sole structure for the wall of the cylinder and needs to be pretty big and heavy - and that's made worse by the fact that the cylinder liner will be made from cast iron. Really, though, I think the main point is that Mclaren have been using cylinder liners to begin with - which I would call an obsolete technology now. Many rivals have long switched to cylinder wall coatings (like Nikasil) where there is no liner and the aluminium wall itself gets coated instead.
As for cooling, having no liner helps with that too, because aluminium conducts heat much better than steel. A potential problem is how to design large enough cooling channels without weakening the wall of the cylinder too much - because aluminium is also structurally much weaker than steel - but this has generally not been a problem for the production car levels of Nm/L. Once you push the boost high enough, steel liners might become preferable - and that's what you often see on 1000hp+ builds - but for 200-250Nm/L it's not needed. I am sure the Mclaren engine will be pushed much further in the future without major changes.
