Final answer:
Covering a client with a cotton blanket during a bath prevents heat loss through convection by reducing the air movement around the skin and thereby reducing heat transfer.
Step-by-step explanation:
When a nurse covers a client with a cotton blanket during a bath, the mechanism of heat loss that is prevented is convection. Convection is the transfer of heat to the air or water surrounding the body. By placing a blanket over the client, the nurse reduces the movement of air over the skin, thereby minimizing the loss of heat that would occur as warmer air, heated by the body, rises and is replaced by cooler air.