It is easier to extract oxygen from water and there is plenty of it - notice the difference in size between a fish' gills and a mammal's lungs. Pressure is only

It is easier to extract oxygen from water and there is plenty of it - notice the difference in size between a fish' gills and a mammal's lungs. Pressure is only a problem if you try to fight it, keep your body at the same pressure as the surrounding water and you're fine.