You may have heard 'nature abhors a vacuum' stated. Most solid materials are almost incompressible, either in solid or liquid form.
solid steel, liquid oil, etc only gets smaller when subjected to enormous pressure. To make it smaller you need to reduce the interatomic distances that are dominated by the electromagnetic force.
Gasses on the other hand are compressible and a gas volume will steadily get smaller as you squeeze it. At a high enough pressure you can create a liquid or solid that is then not compressible. All gasses can be charted in a 'phase diagram' that shows the pressure/density relationship. Some gasses do not solidify or liquify - a whole complex area here.
This submersible was a vacuum into which air was added to ~~15 pounds per square inch. It was then surrounded by a wall to keep that gas in. In a normal room - all you need is a balloon, blow up with your lungs.
Down at 12,000 feet underwater = 400 Atmospheres of pressure or ~~6,000 psi. One can think of this as a wall, with you on one side holding it from falling over with your hands at 15 pounds per square inch(psi) and on the other side is this gorilla at 6000 psi = gorilla wins.
Now a thick walled sphere with you inside at 15 psi and the gorilla outside at 6000 psi is the new balloon. A sphere good at beating gorillas, and most deep sea spheres(called bathyspheres)
https://en.wikipedia.org/wiki/Bathysphere
William Beebe went down a few thousand feet in the 1930's - limited by steel cable weight/depth limits as steel cable are only good for about 6000 feet as free hanging cables. Now they use incompressible buoyant solids or liquids to make them neutrally buoyant. His globe in the Wiki has some windows for vision and lights made with thick gasketed quartz - all 100% tested - still risky. They sent it down empty first.
some images
https://www.google.com/search?rlz=1C1CHBF_enCA924CA924&sxsrf...Getting to your question via this preamble. The bathyscaphe could be pressurised with a helium/oxygen/other gas. The US navy has done many experiments with various gas mixtures - none are good to 6000 psi due to physiological limits. Dissolved oxygen and nitrogen are toxic above certain pressures - look at the Navy stuff for more on that via google. They are between 1000 to 2000 feet more or less - far below 6000 feet and it can take weeks to get the excess gas out of your system via gradual decompression chambers.
There have been experiments with inert freon liquids with dissolved oxygen, tested on mice = lived and some Navy experiments with people who breathed the fluid under close medical control - I doubt this has progressed far, as this wiki shows https://en.wikipedia.org/wiki/Liquid_breathing.
So yes, you can make the sphere thinner if you add pressure to the inside. Fish do it, with nothing, but often die unless they are sirfaced under controlled conditions as chemistry varies slightly as they come up, dissolved gasses fizz etc.
This probably failed via the inadequate window = broke = near instant death for all. However, it may have a carbon shell failure?? if they recover the parts more will be known how the failure occurred.