Because they think it's so funny that you think placing a bottle of water on the lawn will stop them from peeing, that they forget they went out to pee?
It's a myth. I don't remember who tested it (either Mythbusters or a home gardening show?) but it's false.
Basically, the bottle of water represents pure drinking water and a dog will not contaminate it's source of drinking water or area of it's drinking water. Try it. You'll find it dosen't work.
Who ever came up with that one? Dogs drink out of toilets and puddles....clean water is up to their interpretation. When was the last time your dog asked for an Evian!! What a joke!!