If you have balloon-like containers instead of a pipe, then you expend energy to submerge replacement containers down to the depth at which desalination happens.
So then you need to fill the containers with something more dense, in which case you need to expend energy bringing that to the middle of the ocean where this whole contraption is going to be. You also need a way of expelling it from the container so that it can be replaced by freshwater, and then you have pollution concerns since it will sink to the bottom of the ocean, where it will pile up over time.
The container collapses onto itself. You can for example Google a hydration bladder to get the idea. At the surface you just squeeze the container flat to remove all the freshwater and then it will sink on its own.