Your question is a bit vague, but for most fish species, "pressure detection uses the organ of Weber, a system consisting of three appendages of vertebrae transferring changes in shape of the gas bladder to the middle ear." This makes their perception of pressure more direct and granular than ours, so what prevents them from diving deeper could be similar to what prevents us from walking into a fire.
https://en.wikipedia.org/wiki/Sensory_systems_in_fish