Is there any difference between thermal energy at room temperature in fluids(water) vs air? Context of the question: I was reading on hydrogen bonds, specifically how close they are to the thermal energy of the fluids. So I googled the value of thermal energy at room temperature, which was $\pu{2.5 kJ/mol}$. Which is a difference of $10$ order of magnitude (H bonds are $\pu{23 kJ/mol}$), which makes sense to me given the time taken to break ($1$ to $\pu{20 ps}$) and reform a bond ($\pu{0.1 ps}$). That is how the question I posed in the title arised.

Since sea water can retain heat for longer periods of time, and they release it more slowly as well – what is the difference between thermal energy at ambient room temperature for gas (atmosphere) vs fluids (water), and how does this change with volume?
First of all, just a minor thing, the thermal energy itself is always the same. You can't grab it, you can just measure it. What is different is the amount of energy "stored" in air or water, but its no different "energy".

The retainment of heat in the sea is due to the heat capacity. 
https://en.wikipedia.org/wiki/Heat_capacity
This is a specific property of each molecule.
To increase the temperature of 1 g water by 1 K you need more Energy than for 1 g of air. That is the reason why the temperature near the sea is more moderate (absorbing heat in the summer and releasing heat in winter). 

This is also a reason, why you can go into a sauna with 90 °C without burning yourself, but you can't grab into 90 °C hot water. This is also due to thermal conductivity but also due to the capacity. When your skin touches the 90 °C hot air, it is absorbing the heat providing you with cooler air around your skin. The same happens in water, but first, your skin has to absorb much more energy to cool down the water, second of all the surrounding water heats up the cooler water layer around your skin much quicker, than hot air does. That's why air is considered an isolation.