The cost of cleaning, refitting, and fixing issues from a splash landing is more expensive than doing it this way. At least that's what SpaceX's whole model is pretty much based on.
Maybe it helps to think by analogy. Which is harder, putting a car on a ferry to carry it across a river, or just driving it into the river and fishing it out the other end? Sure, you'll have to replace the engine and the electronics and lots of other stuff (i.e. all the most expensive parts of a car), but if you're only doing it once, it's cheaper to ford that river Oregon-Trail-style than to get yourself a ferry. But if you're doing it many times ...
The point is, there's lots of extremely high precision, expensive stuff on a rocket, that don't appreciate being dunked in water in exactly the same way that, say, your computer or car wouldn't. Those engines are incredibly complicated, high performance, and expensive, and they don't have the benefits of economies of scale like other consumer goods that are manufactured in the amounts of millions or billions per year. Each rocket has nine Merlin engines on it; that's an awful lot to essentially have to replace with every launch. The barge is cheaper.
Seems like every thing else in history has really been a missile. This thing can land, so seems like it's literally the first rocket. Do we have a definition of missile vs rocket?
A rocket is just something with a rocket engine. Note that missiles do not need to use rocket engines and rockets don't need to carry warheads.
Also, I assume it's a lot easier to be sure that the rocket's in good shape if you don't have to check the interior for leaks, and whatever chemicals seeped in with the water?
PS: Being literal rocket scientists I a going to assume landing is a much more workable design.
And who plugs them, and where. In space, before landing?
I think that one of the great things that comes out of this is that we start using our imaginations and trying to understand the whys and hows of space travel. It's really exciting to see.
Falling into the ocean would cause it to break up. Even the one they 'soft landed' (a practice run before landing on the barge) broke up.
They are figuring out vertical landings so that when they go to other planets they can land, possibly refuel, and take back off without having to get the rocket back upright.
There also aren't seas on Mars to gently splash the rocket down on. :)
See the SRB from Space Shuttle launches. NASA thought the ocean splash and recovery would keep the costs down. It didn't. Ended up the cost to refurb and launch is almost equal to building a new one.
Elon wants to avoid this hence these barge or land returns.
Still, it says something that no actor has ever even bothered attempting to reuse a liquid fueled rocket that is landed in water. The only successful track record of reuse of liquid fuel rockets is the space shuttle, and those landed on a runway. And that isn't preserving the fuel tanks for reuse, mind you, just the engines.
Hell, when they fell into the water, the impact bent the sections into ovals. They actually had a giant vise that they used to bend those things back into round. (Feynmann noted this in one of his autobiographical books.)
Dunk the whole thing in seawater and suddenly you have corrosion everywhere.
https://en.wikipedia.org/wiki/Space_Shuttle_Solid_Rocket_Boo...
Also, an SRB is relatively simple compared to a liquid-fuel rocket.
It would also have to slow to a near-stop by itself to not be destroyed by the force of hitting the water. Considering that you can do all that with the stuff already on the rocket, seems easier to add some legs and land it than to figure out a way to make it float, survive the seas for a day or 2, and get a ship with a crane tall enough to pick it up and load it.
In short, big stuff is fragile. You can't tip over something the size of a large office building an expect it to survive.