Going that deep into the water it can get very hot in the submarine  , whether you believe it or not , it also causes problems when you come back to the surface. The gravity is not the same under water as it is on land . 

In some parts of the ocean the Carbon levels are really high.

In the ocean there are many unknown species and we do not actually know what is down there or what could attack us.

Although we can make lots of forms of light , down in the ocean it is very dark so we can't see basically anything , unless there is a fish that can glo , in the ocean there are many of those .

Also we do not "yet" have a way for gas of a fan powered sub to run for multiple hours
 ( months or days)