Gary,this is an interesting point that you raise and i will attempt to answer it to the best of my ability.
Firstly the act of deliberately hitting a ball into water and attempting to avoid a water hazard on a golf course are two different things.
By nature humans are attracted to water and we spend leisure time walking near rivers,lakes,canals and the sea and as children enjoyed throwing or skimming stones into or across the water.
I believe that golfers will get some enjoyment from seeing their ball hit the water and make ripples,like children.
Attempting to avoid a water hazard on a golf course is a different thing and the answer lies in your own words that "you think about hitting the ball in the water and there it goes".
Experts will tell you that you get or become what you think about and that at some sub-conscious level the brain can not understand the word 'don't.
If your last thought before striking the ball is "don't hit the ball in the water" this will be processed by the brain as "hit the ball in the water" and the body will react accordingly.
To avoid this problem firstly 'visualise' your ball clearing the hazard,before you hit the ball and ensure that the last thought before any golf shot is a positive one.
I hope that this answers your question but i will be covering this and more in forthcoming articles.
Mike