It’s mostly that it takes energy. If fresh water is we drink that. There aren’t a lot of places where only salt water is available so, for most animals, it isn’t worth it to have evolved a way to extract water from salt water.

Animals in the ocean of course do live without fresh water. Some of them just live off of water extracted directly from their food or from metabolizing that food, which produces water. Some animals have specialized cells that excrete salt so that can take in salt water and separate out the salt.