I am here, just wasn't here for the weekend so couldn't have replied sooner
You see, as I understand it, there is just one great lake in front of the gate. The Fellowship goes around its northern border to reach the Walls of Moria without getting wet. However, at one point, they have to step into the water after all: and that's not any pool, that would be separate from the lake, but a "narrow creek" that simply is in their way: the water reaches as far as the wall. And, it is only several feet high.
I am not sure what you mean by Gandalf saying they could not go the same way. I didn't find anything like that in the chapter. Since they reach the Gate, they only discuss opening the door and the uneasy feeling the water gives, and later, they are trapped inside so they cannot go back even if they wanted.