No, it's not safe at all to cleanse your Selenite with water, as it will be damaged.
Selenite is a crystal form of gypsum, which is a soft sulfate mineral. On the Moh's scale of hardness, Selenite ranks a 2 out of 10. Like most salts, gypsum is water-soluble; therefore, your Selenite will dissolve when you submerge it in water. This process does not happen quickly, especially when your Selenite has a sealant; it might take a little while for the water to pass the sealant and infiltrate through microscopic cracks.
The conclusion is that your Selenite will be damaged when soaked in water or exposed to humidity. It is essential to keep this in mind and use other, safe cleansing methods for Selenite. Another important thing to know is that many crystal workers believe that Selenite does not need to be cleansed, as it's one of those rare stones that not only cleanses itself, but it can cleanse other crystals as well.