Because water has a combination of good enough, but not record qualities:
a) a good, but not the best, indicator of thermal conductivity. However, the air is worse;
b) good viscosity and fluidity;
c) relatively low corrosive activity – as long as there is water in the pipes, they do not rust, because no open contact with oxygen;
d) relative cheapness. It will be much more expensive to fill the heating and hot water pipes with some other heat carrier with greater efficiency. And the water is widespread and there is no problem to get it.
One of the components of a person's success in our time is receiving modern high-quality education, mastering the knowledge, skills and abilities necessary for life in society. A person today needs to study almost all his life, mastering everything new and new, acquiring the necessary professional qualities.