YES you can get waterproof paintballs.
Ha that'll shut a few up
They are made by one of Tom Kaye's companies called perfect circle. The shell is plastic and they can come with whatever fill you want. (i.e. paint, or pepper spray, or CS gas...)
Practice balls for police training actually come with water in them and are stored in vats of water!
The downside is that they are very expensive and not readily available.