We haven't been able to explore more of the oceans (we have explored less than 5%) because of a few issues. First, it's really, really big. It covers 70% of Earth's surface with an average depth of about 12,500 feet. But that's just average, there are places where it is much deeper. The deeper you go, the higher the pressure goes -- dealing with increased pressure is much harder than dealing with less pressure (i.e. going into space).
Also, until just recently, we've had to explore using our eyes alone to look at very small parts of the planet, via ROVs and soundings.
Today we have more advanced UUVs (Unmanned Underwater Vehicles) and are beginning to see more than ever before. Still, just consider the sheer volume of the planet that is taken up by ocean water, and you begin to understand why even in 2018 we know more about outer space than we do about our own oceans!