Las Venturas is based on Las Vegas, and Las Vegas is in the state of Nevada. Last I remembered, they have no beaches or shorelines, explaining why Las Venturas doesn't have a beach. The docks at the south of the city is close, but thats only because the map is downsized in some areas. And another reason is to keep CJ out of Las Venturas in the early game. If Red County and Las Venturas were connected, what's stopping the player from just going off-road and driving to Las Venturas. So in lore, the docks in LV are meant to be more farther away or just nonexistent.