Mira, Maria, and Celaine began their underwater after talking about what their next move will be.
They wanted to split up, but there were so many reasons not to do that, and decided to just stick next to each other while traveling.
The biggest reason for this is how dark it is underwater. Even going a few hundred meters underwater is almost pitch black and there is essentially no light the farther down they go. They can only rely on Maria's light element to help them search or lookout for enemies.
The ocean can be considered one of humanity's greatest enemies, no matter what world you're in. Throughout history, even in some of the more primitive worlds she lived on, the sea was always mysterious and dangerous.
There are always stories about legendary creatures coming out of the ocean and slaughtering a bunch of people or travelers going out to sea only to never be found again, divers going down to explore only to die mysteriously or return to the surface in small chunks.
