In aqueous solutions, halogens are powerful oxidising agents (especially fluorine). Let us confine our discussion to fluorine and chlorine. Oxidising ability can be demonstrated using the enthalpy change for the following reaction.
$$\ce{1/2 X2(g) + e- -> X-(aq)}$$
Let $\Delta H$ be the enthalpy change for the above mentioned reaction. This reaction can be achieved in three steps as follows:
Dissociation of halogen into gaseous atoms.
$$\ce{ 1/2X2(g) -> X(g)}$$
Let $D_0$ be bond dissociation enthalpy.
Converting gaseous atoms into gaseous ions.
$$\ce{ X(g) + e- -> X-(g)}$$
Let $\Delta_\mathrm{eg}H$ be electron gain enthalpy or electron affinity value.
Hydration of gaseous ions into hydrated ions.
$$\ce{X-(g) -> X-(aq)}$$
Let $\Delta_\mathrm{hyd}H$ be the hydration enthalpy.
Based on Hess law,
$$\Delta H = D_0 + \Delta_\mathrm{eg}H + \Delta_\mathrm{hyd}H$$
What we need now is this net enthalpy $\Delta H$. The more negative the enthalpy, the more the oxidising power. As fluorine has low bond dissociation enthalpy and high hydration enthalpy it act as powerful oxidising agent than chlorine. So, now it can easily be understood why we should consider enthalpy of hydration in comparing oxidising power.