Multiple reasons...
It could get absorbed into the soil.
It may be absorbed by plants.
It might go through permeable rock and into a groundwater store.
It could also evaporate.
It could, instead of flowing into the ocean, flow into another water store such as a lake or pond.
If it is a large amount of water, humans might dam the area to collect and store the water for long term use.
Hope these answers are alright.