I believe this saying might have been changed. The whole saying is actually meaning the opposite.
"Blood is thicker than water", we think is blood family comes 1st and foremost and most enduring however the whole saying, or at least it originates from is "The blood of the covenant is thicker than the water of the womb", which means the opposite. The originating saying is highlighting the strength of chosen family / chosen relationships, of the covenant rather than blood-family ties.
Obviously your blood-family can be your chosen family/relationship. So the original still stands correct unlike the "blood is thicker than water" saying where it undermines the non-bloodtied relationships.
that's the proof that blood isn't any thicker than, idk I forgot the next word