Because the capsules they are in aren’t pressurised to significant levels compared to normal air pressure, the inside of the capsules is at a significantly lower pressure than that of the water outside. The reason this can work is that the capsules are designed to withold the significant pressure differences. I think you’re thinking of deep sea divers that require pressurisation and decompression between dives, in capsule diving this isn’t the case because they do not significantly increase the pressure within the capsule
Latest Answers