I mean, that's just because water is a simple medium we can just literally trow out in the environment after use, using basically anything else to spin said turbines would require a closed system and cooling.

Gravity batteries could be a thing but pumped water is the best version of that system, in this case we don't boil the water tho

Water has really awesome phase change properties and is nearly ideal for this kind of situation too. Only thing better is potentially super critical co2.