Everything is compressible. Water is just much harder to compress than air. Think about it like a spring, air is a very loose spring, so it’s easy to compressible, and water is like a very tough spring, so it’s very hard to compress. Even rock can be compressed and if you remove weight from on top of it (say a glacier melts) the rock expands and pops back up and can cause minor earthquakes without a fault line nearby.
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