That’s hardly rational though. After all, if anything goes wrong in the ocean, your buddies can just pull you up. If something goes wrong in space you drift into oblivion. If you are tethered in space and the safety rope breaks its game over. Just as if one was deep in the ocean without positive buoyancy.
And then space itself is all fun and games when in orbit around Earth. If, when facing the planet, you are feeling existentially terrified by there being simultaneously nothing and half of all of the Universe behind you then you can just turn around and have the safety of Earth at your back, at least.
But go deeper into space and that feeling of safety is gone forever. The same universal nothingness and everything-ness is in all directions. Space psychiatrists of the future may recommend we install permanent curtains to deal with this. Only those forced to work outside need experience the terror of the void.
At least you can see past the end of your nose in space. In the deep ocean it’s truly pitch black. Until the squids come.