Well, you don't simply have to get a pill into your throat, it also must go all the way down.
And some pills like sticking to the throat lining very much.
And you might not notice that.
And, sticking in place, they can lead to nasty things, like inflammation or chemical burns - aspirin, for example, does that.
The water is there to prevent that.

The pill needs to dissolve in a better liquid than just stomach acid. It never stops being weird how people don't understand that, it's not even something that should need to be taught since it's obvious. All pills made to swallow are made to be swallowed with water.