The door could only be locked from inside, so would not have sealed you idiot, then the whole place would have flooded!
but... they were leaving! there was nothing left to do in the station, they could have just left.
plus, even if the door was wide open, it's not like the
entire station would have filled with water in seconds. it was huge! they could have hung out for a half hour or so, saying how much it sucked that water was flooding in, before deciding to swim back to the top. ...through more water.