It is very hard to build an underwater research station for many reasons.one has to have things like air support, equipment, water supply, food storage and many other things. People have to consider the costs of doing this kind of research. You have to do a lot of research before hand as well which takes a long time.you must also have bathrooms, temperature control if the water that your in is cold and emergency plans if something goes wrong.
All these things must be taken into consideration.