Partially because all life that we know of requires water to live, and everywhere on our own mudball we've found water, even for extreme definitions of "water", we've found life.

It's entirely possible that something, somewhere, needs no water to live, but if there is, we don't know a testable mechanism for this yet.

It's pretty much the same answer as to why SETI searches radio waves. Because we know our own species emits/leaks EM in the radio band, we already know how to detect EM, and we don't really know how to detect most other forms of communication we can think of over stellar distances.

We have some pretty good ideas on how to find larger quantities of water molecules on other planets. You search what you know, first.

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