I'm not all that experienced with waterstones, but I've done some reading. My take on splash and go versus soakers:
1. Really hard stones, like the Shapton Glass you just got, are almost like ceramic. There's really nothing in the stone that water will penetrate, so you can just wet the stone and start using it. In this case, the water is mostly a lubricant and the stone will wear very slowly.
2. Some softer stones that are called Splash and Go can actually be damaged by soaking and drying. I've read accounts of some stones cracking after drying. For a particular brand, several stone experts said those stones are not to be soaked and then dried. I think I remember the brand, but I'm not sure.
3. Stones that *do* need to be soaked absorb water. I think this allows them to build mud (swarf) more easily when sharpening. I also think that it softens the stone (binder maybe?) and makes it shed abrasive more easily.
Maybe that helps you some?
Brian.