It isn't, it's just a reflection of the water which breaks light in a way that it reflects short light waves, which we perceive as blue. The sky isn't blue, you perceive it as blue
it's not just water (vapor), it's a range of compounds that cause it due to refraction.
Then you gotta consider sunset, nighttime and sunrise, doesn't even look blue then.
Something being wet is defines by when water is sticking to it. Water happens to be a cohesive molecule meaning that it sticks to itself. Water is, by definition, wet.
Water isn't wet because it is a liquid that wets things. Once you come into contact with water you become wet. Until then water is liquid and you are dry.
the water itself is never wet... neither is anything it binds with; most rocks contain water, do you consider those rocks wet? No. You need something hydrophobic or beyond a saturation point for wetness.
Then you gotta consider sunset, nighttime and sunrise, doesn't even look blue then.