I've posted this question on yahoo answers. I've received this answer.
Only the water is drawn to Earth spherically, which means that any noise or other weaker waves are soon absorbed by the forces immediately around the object. One should not forget, that these ripples, or waves are in 3 dimensions, and are as such traveling in all directions spherically from the source object hitting the water. The object emits sound energy to the upper half of the sphere into the air, whilst emitting the other physical energy towards the lowers potion of the sphere, into the surrounding water. The waves on the surface are exposed to less pressure and will thus travel further than the waves beneath the object. These waves of energy attempt to equalise almost instantaneously due to the forces of gravity and motion. However, in less dense situations, like for example a gaseous chemical, the effect is not so abrupt, and one can have time to physically see the square or odd shaped initial radiated waves, though still, these waves will, in time, equalise them self out by Cancelling out the weaker forces leaving just the renowned circle.
One other aspect is also the many other wave forms emitted from the object hitting the surface, that of course is sound, and as can once again be identified by sound sampling, are the inconsistencies in the emitted wave.
Your absolutely right, it does happen as you would expect, only its all happening so fast, and all energies seek to become equal or in equilibrium x
But I didn't understand that.. :P