For the same reason that when you urinate or use the toilet, you have to exert pressure and urine or faeces just does not simply leak out when you stand up. The urethra seals shut when the urethral sphincter muscles relax. Similarly Sphincter ani externus muscle seals shut in the anal canal when there is no antagonistic force. So water can't just simply enter our body in such huge quantities that we die. It is possible to get more water through your anus with some pressure which is what happens when you get an enema.