I don’t think so. It would actually be a lot worse for them. The difference in pressure between the surface of the earth and the bottom of the ocean is a lot smaller than that between the surface of the earth and outer space. In fact, if you were in space without a suit, you would just suffocate, as I understand it. You would probably not explode or anything.
You also wouldn’t freeze instantly. There is no air to cool you off.
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