The 6-8 Tonnes of Merlin Engines in the bottom don't actually like getting wet, as much as they have been recently. The plan is to lower costs by re-use. Water damage somewhat inhibits that.
Trajectory to get from Florida to the equator or LEO is generally always over open ocean (same as RocketLab) for safety. So there's not really any land for it to even conserve gas and booster toward to use a chute.
http://www.spacex.com/news/2015/06/24/why-and-how-landing-rockets
On the flipside, the out-takes of early tests is a clear indicator of how hard the balance of fuel weight vs fuel needed is. Most the early ones kept running out on landing.. :D