Why did the probe activate retrorockets on a water landing?

When an object (in this case a capsule) falls to Earth, it gets slowed down by many different things:

1. First, the Earth's atmosphere will dramatically slow down the object. While this is easy and free (does not cost anything), it comes with the risk of overheating (which is why capsules have heat shields for reentry).
2. When the object has slowed down sufficiently, the atmosphere no longer slows it down. Usually, a parachute will then be opened, which again slows down the speed at which the object falls. However, it is important to note that the object is still falling at a given speed.
3. Retrorockets can then be used to further slow down a falling object. They are only used at the final approach, because starting to use them earlier would cost more fuel. If you slow down too soon, then Earth's gravity will accelerate your fall again. You need to use the rockets JUST before you hit the ground to prevent that from happening.

Whether you land on water or land is not really relevant. The above methods of slowing down can be used in either case, for the same purpose: lowering the speed at which the object lands.

Your question is a bit vague, so let me answer a few direct things:

Why would you use retrorockets when you already have a parachute out?

To further reduce your landing speed; if the parachutes are not slowing you down enough.

Why would you use retrorockets when landing on water?

Landing on water is not a soft landing. At any reasonable landing speed, hitting the water is like hitting concrete. If you've ever done a belly flop, you'll know how hard a water landing can be.

Forget that it's on water. Every answer I've given is equally true for landing on the ground.

Why would you use retrorockets during a landing, when you normally do not use retrorockets for a landing?

I can think of several reasons why the current landing is an exception to the normal operation:

• The capsule is heavier than it usually is; and therefore its speed needs to be lowered, more than a parachute is capable of.
• The cargo is unusually fragile. You need to land really softly to not damage the cargo.
• The parachute has been damaged, and the object is not being slowed down as much as it should be. The retrorockets are a failsafe
• Parachutes use air to work. Less air = less parachute power = less slowing down. For example, Mars has a much thinner atmosphere than Earth. Your landing speed on Mars will be higher than on Earth, because the (same) parachute has less air in it to slow your fall. Even if you can land safely on Earth using only a parachute, you'll still want to use retrorockets on Mars to reach that same safe landing speed. A real life example is the Curiosity landing (although it used Skyhook with retrorockets, it proves that a simple parachute landing was not a viable option due to the atmosphere)
• You need a very precise landing, you need to e.g. aim for a landing pad (not the case for your example, but a valid use case for retrorockets)