I've just started watching the show and haven't read the books, so perhaps this is answered later than episode 4. There is a discussion in the very first episode where it's mentioned that Ceres used to be full of water and Earth and Mars took it. Why would Earth need water?
As long as you don't need it fast, it's much cheaper to ship water (or any other bulk material that's available) from the asteroid belt to Earth orbit than from the surface of the Earth. Just to get to LEO (200km) from Earth's surface is a minimum of 9.4km/s of delta-v, more if you're in a higher (more stable) orbit. LEO to Ceres averages around 9.5km/s of delta-v, also from a 200km LEO.
If you're in a higher orbit, or even moreso at one of the Lagrange points (I believe there suggestions of stations at L4 and/or L5) then the cost shifts; you're looking at a delta-v requirement of >12km/s from Earth's surface, but <7km/s from the Belt.
(Note that those are strictly delta-v requirements; losses due to atmospheric drag aren't included, nor is the cost of a rocket body/fairing to hold the water. From the Belt to L4/L5/GEO you just need to freeze a ball of water, wrap it in mylar and stick a small ion drive on it. Also, launching from the Earth requires being able to accelerate at least 15m/s^2 just to overcome gravity, whereas from the asteroid belt the required accelerations are a couple of orders of magnitude smaller. Smaller accelerations means less mass required for motors, and more efficient use of fuel.)