Just realised they would have been awful thirsty standing in the sun while their armour got hot and stuff but then again lugging around a water bottle/ skin would be inefficient and annoying to say the least.
How did ancient soldiers remain hydrated in the battlefield?
The need of an Ancient/Classical army on the march for water shouldn't be underestimated
To address the Roman Military specifically:
It's theorized that Roman soldiers each carried a water skin or metal canteen individually. It's recorded that each calvaryman in the Byzantine period carried a canteen
On the move the Roman military transported water (and wine) in leather bags (cullei) waterskins/bottles (utres) and wooden barrels/vessels. Oil was used to prevent skins from cracking.
Alongside what soldiers themselves transported lixa (usually glossed as sutler - that is, merchants who made their money selling to troops in the field) carried water with them for sale. Note that at times the term is glossed as "soldier's servants/slaves", in the capacity for their carrying of supplies, including water
Camp locations were often chosen with water supply in mind and,when establishing camp, foraging for water was extremely important; so much so that there were specific terms for water foragers (aquatores/utarii). Livy records them as being "two or three men from each company" but it is not certain they were always soldiers. And, sometimes, such as during the Siege of Jerusalem, as reported by Dio Cassius, water carriers (hudreumenoi) were tasked with carrying water over long distances to supply besieging troops
Source for everything but the first quote: J.P. Roth, The Logistics of The Roman Army at War, 265 BC–AD 235 (Leiden 1998).
Note: If one wants a more in-depth look, Large chunks of the aforementioned book, including many passages on the foraging and transport of water, are readable on Google Books - the first link also has some interesting tidbits on ancient logistics.
followup question (related to water needs of an army) : the movie Kingdom of Heavean talks about Saladin drawing the Crusaders away from water, and then shows a long tracking shot of a bunch of really hot thirsty tired guys marching to emphasize the point.
Was lack of water / thirst really this much of a decisive factor at the Horns of Hattin?
Corollary question: What about food as well?