Water "takes a while" to move out of the way of an object that impacts it. And gravity accelerates you quite strongly on your way down, so from higher bridges you'll have quite a bit more speed than from lower bridges.

So bottom line, the faster you go, the more water will feel like a thick syrup, very slow to get out of your way and make room for your body, compared to your speed. The impact with the surface feels more and more like an actual impact, like hitting a solid surface. Such impacts cause fractures and internal damage, you can die from them.

Just to give you an idea, we do this with AIR too, that's what an explosion is. You can see an explosion's spherical shock wave, that is a wall of air atoms that are moving so fast that they are not going to get "out of the way" of any object in their path. The shock wave is just air, but it impacts with enough force to destroy buildings and kill people.