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?