To add to what others are saying, the density of the water, which part of what makes compression harder, is also what makes it easier for sound to travel compared to air. In water the sound vibrations can move from molecule to molecule very rapidly because the are close together. In the air the molecules are much further apart so it takes longer for the waves to propagate.
Imagine if you are trying to transfer a bucket of water over 1 mile. If you have a bunch of people spaced 6 inches apart you can quickly pass the bucket from one person to the next. But if you have fewer people spaced much further apart, say 6 yards, they have to run the bucket to the next person. The further the people are, the more work to transfer the bucket.
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