In space, there's no pressure because space is basically a vast empty void with nothing in it. So, as we travel out of the atmosphere the pressure tapers off until it gets to zero. Underwater however, the deeper you get the more pressure you have, from all the water above you pushing down. It can get up to a thousand times more pressure than we get on the surface. So, that's one of the reasons why it's so hard to explore the oceans, because past a certain depth you need to build ludicrously reinforced vessels to resist the insane amounts of pressure. That also means things like windows, which are weak points in the vessel, need to themselves be ridiculously reinforced and it becomes very difficult to see out of them. The ocean is also dark. Light doesn't travel far, so unless you know exactly what you're looking for and where to look, it's basically a crapshoot as to what you're going to find. Finally, the only things of interest (that we know of) in the ocean are living creatures, which have a tendency to move. So, we either have to find a place where lots of these creatures congregate, hope we find stationary creatures, use lights to attract them, or sit there and hope they come to us. None of these methods are exactly fool proof and it's extremely likely that we miss out on a lot of goings on down in the deeps because of it.