I dug around and found:
https://www.flocean.green/subsea-desalination
(Scroll down to 'Subsea SWRO') for their explanation
which is interesting; so yes they take advantage of the pressure - but the other thing they say is because they're taking it from the deep low oxygen area they don't have to fight with sealife etc.
(It seemed easier to look for that rather than fight the paywalling)