Again, as I said in my other comment - the bottom of the ocean is increadibly challenging in itself. The need to build habitats that could permanently withstand tonnes of pressure is not that far off from habitats needing to survive the harshness of space. We could learn how to build those, how to live in them, how to grow food and obviously conduct science. Those findings would be valuable outside of our planet too.

And importantly, when people say that they want to go to Mars in order to secure the future of our species - the bottom of the ocean is protected form nearly every natural or human made catastrophe imaginable. Even if the surface of the earth was vaporised in nuclear fire, 10km under the surface of water nothing would touch such a colony.

But of course, please don't misunderstand me - of course a Moon colony would be far more preferable.