The animals live well enough with a heated indoor pool, and whilst it would be nice to look at, a pool outside would be tricky to maintain, and it'd be more likely the animals would favour the heated pool, especially in the winter months (take London's hippos), meaning there may also be unnessacary funds spent.
Drafts of the masterplan have shown a lake covering these paddocks and the rhino paddock, so it may well happen in the future. But for the moment the animals are perfectley content just having lots of lush grazing.