Aliens Under Pressure

So I was reading Charles Fort, you know, as one does, and I came across an interesting notion. Dealing with mysterious objects seen glowing deep underwater, or diving into the ocean, Fort postulates that, like deep-sea fish, these ultraterrestrials are creatures of tremendous pressure, needing the weight of water in the dark ocean to keep them together. Fort on science is usually both impenetrable and outdated, but I'm having a lot of fun with this. For example, one could conclude that the UFOs sighted in our atmosphere and near-space are missed shots, unsuccessful attempts to navigate an unhelpful hyperspace from the depths of some distant world's ocean to the depths of ours. The process may be reversed as soon as instruments are materialized enough to sense the local atmosphere, hence the vanishing UFOs: If the safeties fail, the ship could emerge into our thin atmosphere and immediately tear itself apart, releasing its contents (and passengers) in the form of sky jellies or angel hair, or even explode completely. Space travel that bypasses interplanetary space entirely doesn't get enough play for my liking, and this way our aliens can exhibit all the features of super-deep-sea animals that make surface-dwellers' skin crawl: Translucent bodies with the eyes on the inside, giant eyes and many of them, tendrils and tentacles and pseudopods oh my. Plus, it means that actually dealing with the aliens directly will require serious The Abyss-style hardware, with the accompanying constant threat of messy pressurized death.