They were born there, so were their parents and the parent's parents and so on even before the dinosaurs.
They've gotten used to the pressure and temperatures, if they came to the surface they would most likely die instantly because the pressure changes drasticly and so does the temperature. Anything is possible.
For example.
If you put your hand in cold water, and then begin to heat the water.. You won't feel any changes because you've gotten used to the heat as it increases.
But then, if you put your hand straight into hot water, you'll feel the burn and pull your hand out.
These creatures got used to the pressure and temperatures so they've got no problem with it.
The bottom of the sea and the top beneath the water is COMPLETELY different in many ways - so they wouldn't survive up here. That's why their shapes chance (due to pressure and temperatures).
People look different in Germany than they do in China, because of the temperatures and weather conditions.
People look different in Russia then they do in America - Because of the climate. They've gotten used to it, and their bodies evolve to get used to it
Hope this helped, cya!