Answer
Water has a high specific heat capacity when compared to other common materials, and is slow to warm up and slow to cool down. In other words, water gives off and absorbs large amounts of energy for small drops and rises in its temperature.
In the winter, San Francisco is warmed by the winds coming in from the ocean because the ocean water warms up the air, resulting in a milder winter for SF and much of California. If the winter winds instead came from the east, San Francisco would be blasted by inland air from dry, cold Nevada. Goodbye, palm trees!
For Washington, D.C. which is on the east coast of the US, if winter winds came from the east, they would be warmed by heat transfer from the Atlantic Ocean and produce a warmer winter. Hello, palm trees!