Why would we? Pure water is widely available and, where it isn't, there are cheaper and easier ways to get it.
Sure, you can make water from combustion of hydrocarbons. Better still by burning hydrogen (where it is the major product). But why do that if there are better ways to get potable water?
The majority of countries have widespread sources of clean (or easy to clean) water. There are lakes and rivers. extra water can be obtained by arranging to collect rain (often in artificial lakes called reservoirs).
Even in countries short of rain, rivers or lakes, there are usually vast quantities of salty water available. You can't drink it directly, but there are plenty of relatively cheap ways to make it potable (distillation or reverse osmosis use far less energy than generating water from the fuels that would provide power for those processes).
Maybe, were you a stranded astronaut on Mars with large supplies of oxygen and hydrogen, the best way to generate water would be to burn the hydrogen (this is part of the plot of a well-known movie). But why use this technique even in a desert country where you could generate far more useable water by running a desalination plant with the same fuel?
To summarise: if you need water the best way to get it will be the cheapest and easiest way to get it. Unless you are stuck on Mars, burning fuel will never be the cheapest or easiest way to do it.