Welcome to Stack exchange Xantosh. The gates that protect the river from the titans don't move up. So in order to get a boat over the wall, they would have to bring all that wood and other building material over/ through the gate, then proceed to build the boat while defending it from the titans. It's easier just to take horses, and once they got past a certain point they wouldn't be able to progress any further due to a blockage in the river that they didn't know about. If one or more titans got into the river it would be an issue because they would only be able to turn back. Can you imagine this happening if some titans were behind the boat? Also, from what we have seen there are hardly any anchor points next to the river. meanwhile, on horses, they can easily ride around to the back grapple, attack, and one dead titan for table 6.