It’s not at all uncommon for major cities to be on or near bodies of water, eg London, LA, NYC, Sydney, Tokyo, Rio, etc. It’s a facilitator to (and outcome of) trade/travel and also can be a source of food and water (for cities on rivers/lakes, obviously).

And it’s also not uncommon for major cities to become capital cities.

Not really surprising that as a country with one coastline, they have their capital so close to the sea.