Nope, surface of cydonia apparently is pressurised, since your soldiers can march around all they like without any space suits or whatever.
Sort of how like in TFTD your aquanauts can walk/run faster than a normal human wearing casual clothes. DESPITE that your guys are wearing very heavy diving suits made of metal designed for the Mariana Ravine!
Also, the fact that your freaking flying subs in TFTD can travel at supersonic speeds... UNDERWATER. That's plain old terran tech BTW.
In oother words, realism is not a major concern...
at the time of the game's creation, the setting took place over 45 years into the future. I'm guessing they figured technology (especially after an arms race with a technologically superior foe) would have advanced a bit.
Oreally? Then why are your blasted aquanauts starting off in freaking DIVING SUITS made out of TISSUE PAPER? (no armor) Well, at least the diving suits seem to have auto sealant, since punturing them doesn't cause you aquanauts to drown or implode from sea pressure.
Also, Dart Guns? High Tech? ... Blargh. Though admittedly those darts magically seem to have similiar ranges underwater to bullets in the air. How unusual!
Also, if the USOs and Xcom were zooming around at those sort of speeds deep underwater, I don't think that the aliens would need to launch raids anymore... they'd be creating giant tsunamis which would drown everyone.
Basically, TFTD treated water the same as air, in terms of physics. As I said, no realism.