Actually there is, it's not an anaerobic environment like space
We just can't pull the oxygen out of the water like fish can since our lungs just fill up with water instead of filtering it properly. However, if we had gills...
I actually love the ocean. The vastness of it is scary to an extent but space is even more so terrifying when you consider the scale of us compared to the rest of the universe.
95% of the Ocean is completely unexplored. Only three people have been in the deepest part of the ocean! It's so much more dangerous to explore even - as when it comes to exploring space all we need is to keep an Atmosphere, but with exploring oceans you have to keep out tons of water pressure. For example, the bottom of the Mariana's Trench is 1,100 atmospheres!