Yep roos go straight for the water when being chased by a dog.
I've seen it lots of times and it never ends well for the dog.
If you hadn't shot it, it would have killed the poor fella.
I've got a few wild roos on the farm that I leave food out for and have one pet that I hand raised. I have no problem with shooting a rogue though.
Here is my mate Blue, he's a red but like heeler dogs they can throw both colours.