The point is to recover the stage for easy future use. How easy will it be to reuse a stage which has been floating in the sea for several hours (minimum).
Also, a longer term plan is to be able to touch down on land, the sea provides a good environment to practice soft landings because when you fail you are a really long way from any people/infrastructure and because with the motion of the landing ship, once you can reliably do sea landings, surface landings should be relatively easy
Also the reason for an ocean based landing is so the booster does not have to do a U turn to come back to the take off location. This means that Space-X can launch a larger payload because they don't need as much fuel for the return. Or do it cheaper.