It is quite difficult to waterproof a robot. Joints need to move and block water from entering the body or the water can be allowed into the robot, but everything inside has to be waterproofed. Electric motors, hydraulic systems etc. This water proofing has to deal with pressure too. It would also probably sink and some sort of system to allow it to raise/lower itself in the water would have to be added, like a submarine (increasing complexity).
It is possible, but if the robots don't need to go into water then it would just be adding extra complexity, resources, and increasing the possibility of failure (eg with hybrid air/water cooling systems etc). It would seem more likely that a sentient robot race would build a few specialised robots for underwater tasks and have the normal ones constructed to deal with only what they need to deal with.
robot = waterdeath makes plenty of sense.
That being said, they will probably operate fine in Starbound since the races are cosmetic.
Once again, you're thinking with tropes that apply to science fiction movies and some video games. In real life, you can easily waterproof robots.
Why is water dangerous? It can (slowly) corrode some metals, and it conducts electricity which causes shorts between contacts. If the exposed surfaces are made of alloys which do not rust or corrode in water, and all electrical contacts are insulated (a micro-thin layer of waterproof insulation would do it, though more likely sensitive electronics would be sealed) then it doesn't actually matter if water gets into the body of the robot, but there is no reason a robot can't have a flexible membrane over its entire body (synthetic skin) to keep water out altogether. This all assumes, once again, that the robot even uses electricity as its primary power source. It could use optical connections for data, which wouldn't be adversely affected by immersion. It could run on science fiction plasma or something. Hell the interior of the robot could be entirely filled already with heat-dispersing oil which repels water.
I mean you might as well say that fish people can't go out of water because they can't breathe, duh. Plant people can't go in caves, they need sunlight or they would wilt in the heat from lava. Its a silly generalization that may or may not apply to any specific plant/fish/robotic species.
Point being, robots having some sort of automatic vulnerability to water is a bit silly. These robots weren't built in the 1980's.