That's why our lungs are on the inside. Desiccation also poses a problem for reproducing on land. When it came time to reproduce in the water, you could just dump all your gametes overboard, and let the currents do the rest. The larvae would develop in a nurturing saline bath, the ultimate womb of the ocean. But terrestrial organisms must find a way to keep their gametes from drying out.
Aquatic organisms can rely on external fertilization.
Terrestrial organisms have to develop some sort of internal fertilization to guard against desiccation. Some primitive plants get around this problem by relying on a thin film of water, like dew, to give their gametes a moist place to swim through. Such plants, like mosses and ferns, are limited to moist environments. As are some animals, like amphibians, which must return to the water for at least part of their life cycle. In a very basic sense, many terrestrial organisms have never actually left the water.