I was never able to do that, nor on waterfalls. I think only on coast.

I can build them on waterfalls with no issue.

You're right. Can be built on Waterfalls (on land and sea), but not River Spring.

What I wanted to say is that I don't remember ever being able to build them on River Springs

I can't really trust my memory for this as It was a long time ago and I didn't spend a lot of time in the latest eras of any game back then. My few old saves don't have any nature reserves built on river springs (maybe they were removed from the saves with updates?!)
Anyway, river springs are the only land natural site that I can't build a reserve on (why special?). So I would appreciate if the devs could confirm if that's intended or a bug to be fixed.

Just noticed ([KI] Known Issue) was added to the title, so I got the answer to my question. Thanks

Strange, I thought it was by design, although incosistent. 

I don't really understand what I can and can't build nature reserves on. Can someone help me?

Ok I think I found out my own answer. Correct me if I am wrong but it looks like you place them on these tiles that have a little flower like symbol.

Solved in vitruvian update, Thanks