On St. Maarten, I may be wrong...forgive me if I am....but I only know of the water taxi that goes from the dock to Great Bay Beach and the shopping areas nearby...this is all in the bay where the ship docks.
On St. Thomas, Magen's is on the exact opposite side of the island from where the ship docks, therefore, I doubt there is a water taxi. If there is, I would assume it would take a long time to get there.
I'm sure Dave knows the final word....Dave?