It's basically a savings in recovery and turnaround time & expense. Sea recovery is logistically costly and difficult, plus the vehicle must be completely rebuilt and refurbished once it's back in the hanger. A saltwater bath and the stresses of a water touchdown are not easy on equipment.

While a controlled, retrorocket touchdown is obviously s huge engineering challenge and greatly complexifies the vehicle and increases its launch weight, the possible cost savings apparently make it a desirable goal.

Also, I believe SpaceX hopes to perfect the technology as part of their strategy to be make their tickets to Mars "round trip" :)