Water and sodium oxide have different properties because of their nature as explained below.
Sodium oxide is a oxide of metallic sodium, while water is an oxide of hydrogen. So sodium oxide is a metallic oxide, while water is a non metallic oxide. Sodium oxide is a basic oxide, while water is neutral. As state of matter is concerned, sodium oxide is solid in normal room temperature, while water is liquid in normal room temperature. Water is a polar covalent molecule with partial charges on oxygen, but sodium oxide is an ionic molecule.
So all these factors contribute to very different properties of both sodium oxide and water.
