Here's why:
* Nitrogen's boiling point is -196°C (-320.8°F). This means that at normal atmospheric pressure, nitrogen will be a gas unless the temperature is extremely cold.
* Water's freezing point is 0°C (32°F). This means that at normal atmospheric pressure, water will be a liquid between 0°C and 100°C (32°F and 212°F).
Since the temperature at which water is a liquid is significantly higher than nitrogen's boiling point, nitrogen will be a gas under those conditions.