The Kokiri never left Kokiri Forest. Forest Haven in WW is Kokiri Forest after the Great Flood. The reason that the Kokiri turned into Koroks was because it was necessary in order to adapt to the Great Sea (seeing how Koroks can fly).
There are two possible reasons:
1. The gods didn't want the Zoras to find out about Hyrule by going underwater, or
2. Zoras were a strictly fresh-water species so they could not survive in the ocean.