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.
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.