St Maarten is said to have one of the best water filtration systems in the Caribbean. And St Thomas is part of the U.S. Virgin Islands, so I would assume that they are required to maintain their water to mainland U.S. water filtration standards. That being said, it's never a bad idea to carry bottled water with you when traveling to an unfamiliar place.
As Jody said, the water onboard is very good and very safe. You might want to fill up a bottle or two onboard and take them with you when you go to the islands.