When the Martians were coming, many dove into the water to escape them. Why was this futile?

From the text:

A violent explosion shook the air, and a spout of water, steam, mud, and shattered metal shot far up into the sky. As the camera of the Heat-Ray hit the water, the latter had immediately flashed into steam. In another moment a huge wave, like a muddy tidal bore but almost scaldingly hot, came sweeping round the bend upstream. I saw people struggling shorewards, and heard their screaming and shouting faintly above the seething and roar of the Martian’s collapse.