Say you fill up a balloon with air. Then, without tying the balloon, you let go. The balloon would be propelled up and fly around the room.
This thrust is generated from Newton's third law: with every action, there is an equal and opposite reaction.
However, if you filled up a balloon with water, then dropped it like in the previous scenario, the balloon would just fall down due to the force of gravity. What makes the outcomes different? Theoretically, as the water flows out, shouldn't there be an equal and opposite reaction that propels the balloon upwards as in the previous example?