While nothing's wrong with being baptized in a river (our Savior was, people in centuries before were, and people today are where a font isn't available), it can blur the line between tradition and doctrine and also lead to others thinking that their baptism wasn't as special, or wasn't entirely correct, because it was done in a boring church building. It reminds me of a story President Monson shared in in 2010:
https://www.lds.org/broadcasts/article/ ... s?lang=eng
President Monson gives an experience where a high councilor was in the habit of turning the chairs of members being ordained to the priesthood to face the temple. President Monson was the bishop at the time, and he "could see the potential for it to become more widespread in practice," so he put a stop to it. There are some other examples in the talk, too.
When a practice sounds like a good idea, it's easily perpetuated and can become a tradition. Having extra traditions that aren't based on doctrine can foster a "Mormon culture" that excludes others and can even distract from the simple doctrine – for example, the simple doctrine of baptism. A baptism should be special in and of itself, not because of the trappings that accompany it.
That said, I can see why you would want your children to be baptized in a river – I think it would be cool! But I thought it would be helpful to mention some other things that your bishop might be thinking about that aren't apparent right off the bat.