It’s even easier to do that on land by the way. You’d use large Earth grounds, which also don’t corrode as badly as grounds in saltwater. And running it on land (minus permitting, right of way, etc) is dramatically cheaper as the cable itself also doesn’t need to be as sturdy.

I found this neat paper on HVDC grounds and interconnects too [http://b-dig.iie.org.mx/BibDig2/P13-0399/files/PESGM2013-001...]

The point is that right of ways and permits are super hard on land, which is why most of these are run via the sea.