Is there any way to add this in? I know spells can be added for them, but I don't know how to do it with abilities, other than giving the ability to all races. The reason I think they should have it is because everytime I see an NPC drown it's due to their lack of AI, and because of that it's dangerous to have companions follow you in the water too. They get stuck with obstacles and drown.

I'm pretty sure Julan can water breathe (and I know he can water walk and levitate), so you might check his scripts.

Just select the NPC with the console and type "SetWaterBreathing 1".

Or create a water breathing ability and add that to their spells.