I've seen a number of these odd structures, and only in this stretch of the river between Iowa and Illinois. Some appear to be on pilings, some are floating on barrels and whatnot. They mostly seem to have a place where someone can pull a boat inside, as well as a door. They're very often covered in this kind of thatch material, made out of sticks.
Hunting shacks on the water, accessible by water? Permanent ice fishing houses? Something else? One I passed today seemed to have been used by some animal to eat clams, because it was full of clamshells.
They give me a creepy sort of Blair Witch vibe.