Clearly as a goldfish he has a limited temperature tolerance. The water in his bowl is comfortable while the cooler ocean water is undesirable. An advanced hydrostatic force field keeps the water from mixing.
Because he's small and would get lost in the big ocean or would be eaten by a bigger fish without #3 to protect him...it makes sense that he sticks close to his muscle.
Goldfish are freshwater fish, so they won't be able to survive in a saltwater ocean.
In the first game, Jim uses a rocket to fly from planet to planet, but stops on each planet, is attacked by the inhabitants, is encountered by a boss, beats said boss, and only after defeating the boss does he use the rocket to fly to the next planet. Why does he risk his life by landing on all of these planets rather than fly above them all?
If he didn't, the game would suck. Also, perhaps his rocket has a limit to how far it can fly without being refueled/recharged.
Those purple orbs you collect during the bonus levels are fuel. There aren't any in the levels themselves, so Jim has to save his fuel getting off each planet.
He's the good guy, so he's gotta defeat the bad guys. Plain and simple.
Jim's not exactly the smartest worm in the can, he probably doesn't realize he doesn't have to.
But I did read the manual! You've got to believe me!
In the question round very near the end of the Earthworm Jim level "Villi People", the available answers to "What is the meaning of life?" are A: Ask Brian B: 42 C: Forty-two. The game has B as the right answer, but personally I think it should be A. After all, it only asks for the meaning of life; NOT Life, The Universe, and Everything.