why are areas near water not as cold as areas further inland during the fall?

Water absorbs or releases, rather late, with the surrounding ground & air. Water still has the heat with it when ground area inland has already turned cold. This heat it releases to nearby ground area that keeps it warm.

This is due to the thermal moderating influence of large bodies of water. Oceans have large thermal mass and hold a lot of heat, and tend to remain a constant temperature year around. Oceans therefore tend to cool warmer air and warm cooler air. Land masses have lower thermal mass than oceans and therefore do not have the same moderating influence.

Water has the characteristic of 'hydrogen bonding'. This means that it can absorb and release heat much more slowly than solids/land.
So those areas near the sea /coast will have a much more equable temperature than those much further in land.

Air coming off large bodies of water is often warmer.