"You don't want what you've never had".
Water coolers and free coffee are things that if you've never had you don't really care about it, because you don't even think about it as you said. Once you've been at a company that offers it, and move to a company that does not, it becomes a supreme annoyance. Enough to leave a job? Probably not. But incredibly annoying and something I would definitely complain about.
I'm not arguing that the other perks you mentioned are a lot more meaningful and rewarding, but it's the little things that usually send people over the edge.