I downloaded the Natural Earth Data rasters at 10m resolution. These come with or without water. I prefer to use the version without water for some reasons.
However, in these versions, I find that even small islands turn up as blotches and land-masses which have a strait between them become joined as seen in the images below from their download page:
I suspect that the border of the bodies is being drawn with a thick pen or something.
Is this a bug, or made so for some valid reason?
This is not a bug; it is intentional. It is provided so that you can add your own water features on top of the land color, so the edge of the land color will not conflict with the coastline shape of your data.
To fix this, you could use one of the Natural Earth vector datasets: https://www.naturalearthdata.com/downloads/110m-physical-vectors/
You could either download the Ocean polygons, symbolize them in white, and layer them on top of the raster; or you can download the Land polygons and clip the raster to the boundary of the land.
