The gills have a constant flow of water over them, bringing in water with dissolved oxygen in it to replace the depleted water. They don’t have an organ equivalent to the lungs to shift fresh air across their gills, even if they would work in air without support and drying out. Watch a fish in an aquarium and see the gill vents just behind the head opening as water flushes through.
All our lungs do is to bring oxygenated air into a place with a large surface area well supplied with blood vessels to allow glass exchange. Replace air with water and the gills do the same.
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