There is definitely sightseeing and shopping at those islands. Some are ON the water, as opposed to IN the water, if you're into boats of different kinds. I did a glass bottom boat on Tortola that anchored in a beautiful cove for an hour. Scenery alone was worth it. Also did kayaking in Grand Turk, in among a mangrove forest. St. Maarten has lots of shopping. San Juan's sightseeing includes El Morro fort, among other things.
Your cruise line probably has excursions online that include touring and other non-water sports. Or were you looking to do things on your own?