I get what you're saying, but it's not like we're just taking that water and blasting it off into space. It's going to be used and then make it's way back into the ocean eventually. Either through evaporation and precipitation, or directly through rivers that feed into the ocean.
Of course, if there hasn't been already, there should definitely be some extensive studies into whether there are any blockades as far as that water returning to the oceans in a reasonable amount of time.