The deeper you go into the ocean, the higher the pressure becomes. This is due to the massive amounts of water pressing onto you- and if you find yourself unprotected amongst these depths..

Not only is it insanely cold down there, the massive pressure will implode you! There is also a condition known as nitrogen narcosis which affects your brain/nervous system, giving you a "high" due to more nitrogen in your blood being dissolved at the high pressures.

An implosion is the opposite of an explosion- in an explosion, the volume is rapidly expanded and energy is release whereas in an implosion the force acts inwards. This is why the Ocean Gate submarine went "missing" for several days.

Due to the water pressure squeezing onto the submarine, everyone in there was crushed. It's also worth considering the material that the submarine was made with- carbon fiber and titanium.
Carbon fiber is TERRIBLE for deep sea exploration! Nearly every single submarine that traverses deep waters is made of some kind of steel as well as other materials that can withstand the high pressures of the ocean.