They are. According to Wikipedia, water gets around 30kg/m^3 heavier in the deeper parts of the ocean.
If water sank from the surface, it would be heated up as it got squished smaller, but over time it would cool back down to the temperature of its surroundings as it exchanges heat with them.
The molecules may be closer together, but they’re always ‘touching’. Liquid water is not a gas where the molecules are freeballin’ all over the place. They’re shoulder to shoulder.
That aside, temperature doesn’t have to do with how often the molecules collide (even in a gas). It’s how much energy they have from moving around. Faster movement means more energy, but how often they bounce doesn’t change the energy.
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