I'm no physicist or engineer but isn't it easier to deal with the absence of pressure (a vacuum) than with lots and lots of pressure?
a) You don't strap yourself into a seat on top of a few hundred tons of high explosives prior to getting started. Major plus in my book.
b) Barring catastrophic failure of the pressure vessel, all you need to do to get to a safe-ish state is to jettison enough weight to become positively buoyant - and off to the surface you go.
(When diving in shallower waters, in a suit, this would be a concern; however, as you are at (or very close to) surface pressure throughout the dive - no problem.)
In the ocean pressure comes in the form of current. I guess it can be very tricky to navigate in a high pressure fast or turbulent current.