Hm, yes! Although, the fishes that do live at the bottom of the sea cannot live anywhere else. With scarce resource down there one cannot grow to be at a large size as whales, I'm afraid.

Indeed, pressure is much greater down at the abyssal zone. Even moving one's arm may be a task if their body can survive from the force.

I do not recommend going all the way down to the abyssal zone for training purposes... Things that live above the water do not do so well even at the bottom portion of bathyal layer.