It's not a complex molecule or anything. Is it because of the elements involved, like you'd run the risk of accidentally making a hydrogen bomb?
Unspeakably inefficient, much easier to desalinize seawater, although that too is also a hefty task at large scale
We could make water sure, easy as piss, but you'd have to crack the hydrogen off another molecule first.
There's not a huge source of free hydrogen on Earth. It's too light, floats to the top of the atmosphere and gets blasted off by solar radiation.
There are two main sources of the elements needed to do so on an industrial scale. Water, and hydrocarbons/the air.
The two main exhaust products from burning oil are carbon oxides (CO2 and CO) and water. Burning or otherwise reacting oil and collecting the water would probably be the cheapest way to create water on an industrial scale other than to just collect it from anywhere it's plentiful.
Water scarcity isn't a literal scarcity in the sense there isn't enough, it's a scarcity in the sense it's too expensive some places for poor people to afford enough clean water.
A lot of hydrogen is tied up in water already, or in other molecules. So you would have to disassemble other stuff to get the hydrogen. Hydrogen is extremely abundant in the universe but not on Earth. Most of it is in stars. You also need energy to make water. You have to heat oxygen and hydrogen to get them to bond. It's not helpful if it takes too much energy for a little payoff. Sure you can create a little vapor with a small flame but to create a large reservoir you would need more energy. Pretty much all energy except for a few sources work by boiling water. So if you have enough water to run power plants then it's probably easier to recycle that water than to make new water.
isn't rocket fuel literally hydrogen and oxygen? the trail you see from a rocket is pretty much water I think.
I guess it's way cheaper to desalinated than it is to do that.
As others have said, the issue isn't that we can't just oxidize hydrogen (which we can and do, although usually for the heat that produces), and even things like burning hydrocarbons produce water as a byproduct (so when you burn gasoline in an engine it produces a lot of heat and gas, which is a mix of water vapor, carbon monoxide and dioxide, and various other contaminants from impurities in the fuel like heavy metals).
Everything from desalinization, to shipping water in tankers or pipelines, to building giant condensers to pull moisture out of the air would be a more efficient way to get enough water than through making it with chemical reactions.