this might be a duplicate of https://bugs.mojang.com/browse/MC-147853, or more specifically https://bugs.mojang.com/browse/MC-148226, but I found this was still happening on 1.14.3, which is marked as a fixed version for these.

Description:

Players are capable of jumping out of any depth of water, as long as the block youre trying to get onto is level with the water.  Similarly, mobs shouldn't need an extra block under the water to make it 1-block deep water in order to get out, if the block theyre getting out on is level with the water. But minecraft animals will go all the way to the other side of a body of water just to get to a 1-block deep region of water in order to swim out of it, even though all the edges of the pool are level with the water, while players are able to get out anywhere else. It would make a lot more sense if mobs were able to get out of water wherever the block is level with water and regardless of the depth, just like players. I don't know why this is a problem for animals.

Also, if you have too many animals in the 2+ block deep pool of water, sometimes when they are all at the edge, they can push each other out. This makes it look like they are able to jump out of the water but if you isolate them individually its easier to see that they are incapable of getting themselves out of the water. Leads are also a way around this because you can just pull them up over the edge of the water, but for the example of a llama caravan, it literally defeats the purpose of having llama caravans if you have to take every single one with a lead.

That might be a little bit confusing so I attached some videos that clearly identify whats happening, I used llamas cats and dogs as an example.

Expectation: animals are able to get out of the water wherever there are dry blocks level with the water, no matter what the water depth is, like how players are able to get out of the water.

Actual: Animals can only get out of water if they are swimming in a 1-block deep area of water. They can't get out of water if its 2-deep or more, even if the block they are going to go on is level with the water.

Steps to Reproduce:

**llamas are an easy example because the caravan thing makes it easy to see where they intend to go, and its more manipulatable. I also attached a video of this.

1. put a llama in a 2+ block deep pool of water with all edges level with the water, and put another llama on land.
2. Attach the llama on land to a lead, and wait for the llama in the water to try to go with the caravan.
3. The llama in water is unable to get out unless its in a 1-block deep region of water.