Answer
The hydrophobic substance that is on a water striders legs repels the water, much like oil and water. This means that the the substance and water will stay separate. The combination of the surface area of the striders' feet in relation the its body weight and the hydrophobic substance separating the water and the bug allows the strider to stay on top of the water.
A hydrophilic substance would lead to bug feet that want to interact with the water. The strider would not be able to walk on top of the water.
Work Step by Step
Hydrophobic substances can actively repel water, which is exploited here by the strider to keep it from sinking.