The waters aren't necessarily safe. A bloated zombie that stumbles into the ocean (most population centers are by the ocean?) should be able to float pretty well, and they will remain floating adrift until they wash up somewhere else.
Max Brooks's zombies in World War Z somehow roamed in absolutely massive herds along the ocean floors, and would resurface even in the post-war years, but I think that's a little unrealistic. He kind of handwaves the whole "crushing water pressure" thing away. Any body remotely human should have a hard time staying together at those depths. But I think floating zombies are a serious threat.
On that note, islands are not necessarily safe. First off, most easily survivable islands (in terms of finding food, water, natural shelter, etc.) are large enough that they are already inhabited (by humans) and settled, and thus are likely to already contain zombies, or will contain zombies as soon as an infected outsider reaches the island.
Islands that are small enough to be either undiscovered or basically uninhabited tend to be hard to live off. If the island is somewhat barren maybe you could get a farming system going, live off rainwater, maybe even get up some reverse osmosis system and a solar power system, but you're sure as shit not swimming to that island with all that stuff - you're taking a boat.
Anyway, the need for swimming extremely long distances in open water somewhat faster than someone who is a trained swimmer but not a competitive swimmer (like a triathlete) is kind of negated by water vehicles. As long as you can find some boat owner's key, or even jumpstart it, you're golden.
I would say that same negation isn't applicable to runners (or triathletes on land) because there are so many tighter spaces and circumstances on land where running faster for a short-mid distance IS beneficial.