They did pull the bottom of the previous booster out. On the webcast they mentioned adjusting the landing maneuver for the ship to be a bit softer in case they decide to recover it too.
For extra context: that "3× deeper" makes costs seriously explode. People do know how to engineer for that depth, but it's a lot of effort and there's pretty much no commercial market. For shallower stuff there's oil rigs, deep-sea cables, seafloor mining, even just tourism… but at some point it just peters out and only research vessels tackle the depth.
(source: friend of mine works at a UK university doing deep-sea vehicles)
(Their vehicles don't even go that deep, but again that was the point I was trying to make… even in research, the very deep stuff is rare and a "big project" that ends up fanned out ⇒ MRIL made only the cameras for a 4km vessel…)
It's more of a financial question, do you want to shell out for some chance at it. And Russia and China can build their own engines, SpaceX is very good but not like a century ahead good.
(If anything, I'd be more worried about North Korea or Pakistan getting their hands on stuff…)
Either way the risk is the shit that's left floating, if they don't fish it out it'll randomly wash up in Madagascar or so…
I mean, yes [0]. It's probably the main reason SpaceX went to effort to recover [1] all the engines of the previous booster (IFT-4), which landed in accessible, shallow water in the Gulf of Mexico. The Raptor engines hold valuable secrets, particularly to China who are trying to clone a lot of SpaceX things.
The CIA did something very similar to this in the Cold War [2], though they used a boat instead of a submarine.
[0] https://en.wikipedia.org/wiki/Akula-class_submarine#Operatio... ("In August 2012, the news media reported that another Akula-class submarine operated in the Gulf of Mexico purportedly undetected for over a month, sparking controversy within U.S. military and political circles...")