I think it is because they are cold blooded
No. Seals are land and water mammels but they dont go very deep in the sea.
If you consider dolphins and whales as sea creatures then some can. but dolphins and whales air mammals, so they come to the surface to breathe. But they couldn't naturally catch food and their skin...
The same way as shallow water creatures. There is still oxygen in the deep sea.
the nautilus was a submarine