Answer: It was much more efficient and safe.
Explanation:
You did not provide much context to your question. I am going to assume that you are talking about European explorers.
To reach Asia by traveling overland, explorers would have to go long distances over land. This can be brutal and dangerous. Traveling all day, every day through the hot sun does not sound very nice. Traveling by sea, on the other hand, is different. It allows you to travel much farther, more quickly, and more efficiently. If you wanted to get to the east side of Asia from Spain by traveling across the land, it would be an extremely long distance to travel and would be very exhausting and expensive. Traveling overseas is much more enjoyable, cheap, and overall a better choice than traveling overland for this journey.
I don't know what explorers you are talking about, but I am going to assume they were exploring before the Suez Canal was built. This means that they would travel around Africa and then to Asia on their journeys. While this seems like a long distance, it is still much easier than traveling over land. Sitting on a boat is much more doable than going on a multi-thousand-mile journey over the fierce terrain of the land.
In conclusion, the main reason that explorers traveled by sea rather than land to reach Asia is that it was much more comfortable, efficient, cheap, and safe than traveling overland.