Answer
High KE molecules evaporate off, and the energy required to do this lowers their average kinetic and internal energies.
Work Step by Step
Evaporation means that liquid molecules escape their neighbors and fly off. It takes energy input to break the intermolecular bonds that hold the liquid molecules together. Basically, this energy input is the latent heat of vaporization.
The first molecules to leave are generally those that already are moving fastest, because their kinetic energy gives them a headstart to overcome the bonding forces. When they do leave, this lowers the average kinetic energy (and internal energy) of the liquid that is left behind.
