They do, but not the way you’re thinking.
As many other commenters pointed out, when the thing is full of water the pressure acts in all directions so it doesn’t want to collapse anything, which is what we usually think of when we mean “crushed”.
The metal *is* getting squeezed by all that pressure, and the atoms do move a little closer together and the object does get a little bit smaller due to the pressure. The amount things shrink or don’t under pressure is a value called “bulk modulus” and it’s *really* high for dense solids like metals. It takes hundreds of thousands of psi to noticeably crush metals (at which point other, weirder, more exotic physics start happening anyway).
You may have heard the expression “water is incompressible”…it’s not, but it has such a high bulk modulus that it might as well be for all practical purposes. The bulk modulus of steel is about 80 times higher than water…i.e. it shrinks 80 times *less* under the same pressure.
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