I think this due to phenomena of "Heat Capacity"
which is that
the object that absorbes more heat will rejects more heat
now we can deduce from here
 Land absorbs heat from the sun much faster than the water. Then the warm air over the land rises and the cool air from over the water rushes in to replace it. Sea breeze, caused by convection. The warmer air is less dense. 
At night, the water cools much more slowly than the land. The warmer air over the water rises and the cooler air from over the land forms the land breeze.

at night the land surface is cooler and the sea surface is hotter. so air above the sea expands and rises up creating a low pressure belt whereas land air is cold and sinks down creating a low pressure belt. so the air moves from land towards the sea as air moves from high pressure to low pressure areas. this is also called land it affects wind direction as it moves from land towards sea.
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