Musk has said he wants to do it in style. I think what he means is that if they cannot prove they can do it perfectly, then USAF, and FFA won't allow them to land on land, which is the ultimate goal. Since barge landing will always be dependent on weather.
Also, the first stage is much like a soda can. Very very thin aluminum. If it falls on something, or there is a small chance it has been damaged in any way, refurbish costs would become expensive. What he wants is to drive down launch costs, and to do that, just make it work perfectly.