Not at all. Shielding against what? It's light. You only need enough of a protective coat to make sure it's stiff enough to not twist and stretch too much and to make it neutrally buoyant. No repeaters needed, base range is about 40-60 km. ROVs going to greater depths use them all the time without major issues.

The real reason is that they were stingy as fuck and that it's mildly impractical which outweighed their complete disregard for safety.