Answer
Air breathing is more convenient than breathing via gills or gas exchange through the skin. It also allows the spider to live above the water in addition to diving underneath it.
Work Step by Step
The spider maintains an advantage by being an air breather in that its method of gas exchange, along with its ability to bring a bubble of air within when diving, allow it to live both in and out of the water relatively easily. It can choose to move to either environment when needed—something that would not be possible if it has gills or amphibian-like skin.
