A lot of roadworks takes place well away from a convenient source of water like a hydrant so the water has to be transported out there for the water filled barriers. So there's some savings since you don't have to take the whole weight back to storage and the distance the bulk of the weight travels is probably lower.
Very interesting link. btw I didn't mean for static normal traffic barriers, of course here, you'd want something that can absorb car-class amount of energy. Just for low speed crowded urban area roadwork.