A couple of points here. First of all, as I understand it you cannot have a waste-free RO system. Think about it. The dissolved solids that aren't in the water you collect have to go somewhere. They are swept away by the waste water. If you measure the tds of the waste water you'll find that it's about double the tds of the tap water.
Secondly, purifying water takes energy. Purifying sea water takes more energy than purifying tap water. The energy comes from the pressure drop across the RO membrane. Purifying sea water can be done - and IS done on a very large scale in many middle eastern countries - where energy is relatively cheap. In the UK the cost would be prohibitive.
Going back to my days in Africa, I seem to recall that ceramic filters are used for filtering of micro-organisms. (I never used them for this. I was lucky and lived in places with good groundwater.) I'm sure that they wouldn't remove ions.
Distillation would be, as stated, prohibitively expensive.
Rain water is, of course, distilled by the Sun and wind.
I have three containers of rain water in my garden right now. Two are collecting from the roof. One is collecting directly from the sky!
Roof 1 - 002
Roof 2 - 006
Direct - 004 (also collects a lot of dust from the trees which explains why it's so high.)
And I haven't had my roof cleaned, but the gutters ARE clean.
(I'm going to look into the Ionics zero-waste RO. It sounds fascinating.)