The poor animal was presumably trying to avoid the second hand smoke...

From The Best Guide for the MK11 Area:

At around 8 o'clock last night, Firefighters were called out to rescue a cow that was stuck in the River Great Ouse at the Stony Stratford Nature Reserve. Three appliances and crews from Great Holm attended, along with the Water Safety Unit from Newport Pagnell and Station Manager Jeremy Williams. The cow was released uninjured.

Emailed in by Dick Puddlecote.