You can't direct where the rocket ends up, highly likely that the rocket will get damaged or much less likely that the rocket will damage something else (This is why NASA dumps it's rockets over the ocean). Then you have find a way to get the rocket home, which involves time and money. Why not just burn fuel (rocket fuel is only a few times more expensive that burning water) and bring the rocket home?
If you need more payload build a bigger rocket.
You could also add wings to the rocket and fly it home which has it's own set of trade-offs and benefits(see space shuttle).
And because you don't know whether it is damaged or not (sometimes the damage may not be obvious), it's likely that the rocket will have to get a long post-flight inspection to check if it is suitable for another flight. It's something you can almost completely avoid if you land the rocket gently.
I read somewhere, that the costs of recovering SRBs of Space Shuttle from the ocean and then inspecting and fixing them were many times greater than building another pair of boosters.
The SRB thing isn't true. The costs ended up being pretty much the same for new vs. refurbed. The thing is, with solid boosters the "rocket engine" tends to just be giant aluminum cylinders, almost all the complexity of the job is in casting the fuel and putting the segments together, which is completely orthogonal to the reusability aspects.
Also, part of the allure of SRBs is that they are cheap to manufacture, comparatively (this is a false savings, due to increased operational complexity, but it's still very tempting), so even if a significant amount of money could be saved per SRB through reuse it wouldn't have affected the cost a launch much.
The SRBs don't just impose higher operational complexity, but also far higher acoustic load that requires much higher structural strength and therefore weight on everything else.
They also complicate the range safety situation and make on-pad aborts after they've been lit impossible. Once they've been lit you're going wherever they're going, whether you like it or not.
Pretty much, yes. They want to keep the people making those engines employed. I think there might be some talk about eventually going to a renewed F-1 engine with a much reduced complexity and greater thrust than the original. There is a reason why the SLS is also known as the Senate Launch System.
If you need more payload build a bigger rocket.
You could also add wings to the rocket and fly it home which has it's own set of trade-offs and benefits(see space shuttle).