I don't know about Wally buoys so can't comment about why you can't put water in them. However, @coach3 your comment about water adding mass to a regular buoy is not is not entirely thought out. This was discussed and demonstrated years ago, ad nauseam, and I really hope we won't have to go back to that argument again! Let's just say that handle guards and anything better than regular buoys cranked down to be half under the surface will both keep you safer. ;)