On the surface, it would seem that the engineering requirements for space tend be greater than those involved for the deep sea. But you have a different set of trade offs; for example, you may end up disturbing the natural equilibrium of the biosphere in the deep sea, whereas in space you wouldn't have such an issue.
Also, they would still have to man the station underwater, whereas in asteroid mining, it's relatively easy to send a fleet of drones for resource gathering and discovery. The only station really required would be a fueling station.