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.