Because if you watch the cutscene, you don't actually ever see them get out of the water, it's implied that they do. Also, when you first enter the water, Wakka pushes you in, you don't walk, so the lake is off limits.
It's possible that since the only battles that had taken so far were Dream Zanarkand and underwater, finding the airship, the game makers probably did not want to alienate the person by forcing them in such bright areas (I know, right?). Also, it shows that Wakka can swim, and therefore, is an underwater participant.
But yeah, it's where Wakka and Tidus first come out in the first visit to Besaid.