Maybe he just likes to swim.
Bit more seriously, I suspect the sea provides a more readily attainable food source, and in the quantity he needs.
Yeah, that's very weak "fridge logic".
H3ll, I don't know, but he sure looks intimidating rising from the sea to attack. Plus, it's about the only way he can reach Japan unless he flew (like Rodan, Mothra or Ghidrah) or burrowed (like Baragon).