Why don't we consider the possibility of finding a life form that doesn't live on water or oxygen?

There are lots of known species that (ironically) don’t use oxygen for oxidation, but those species happen to live in water — near hydrothermal vents in oceans.

Water has a lot of properties that make it uniquely supportive of many chemical reactions. It’s hard to think there could be any other medium that could rival it as a basis for chemically constructed and fuelled life.

We understand how organic chemistry supports life. It’s hard to even consider a life-sustaining environment not based on organic chemistry and water.

Certainly we could consider life on a technological basis, such as robots controlled by computers running AI software. But such life, even if we could legitimately consider it as such, doesn’t have a likely or even possible origin story equivalent to abiogenesis. While random chemical interaction could have led to our kind of organic life, there’s no equivalent mechanism that could have created transistors, integrated circuits, motors and gear wheels. So while it’s possible that there’s “robotic” life in the universe right now, such life would almost certainly have had to be created by organic life such as ours.