I feel like there's two complications. First, the things as probably super positively boyant, if there's 70 bar / 750m of depth around them & a vaccum inside. Keeping them down seems difficult. I don't think of concrete as super dense.
The second problem I see is that they tend to work well at certain depths (can store more power deeper, up to their design limits, where they burst). This causes a bunch of sub-problems. The ocean has a lot of big drop offs- off the FL & GA coast is the Blake Plateau, at 500m, but there's a huge cliff down to the 1500m that is the Hatteras Plain: there simply isn't 750m of depth one can mount onto.
The desire to pick good depths also complicates tying this system to wind power. I don't think wind power tends to be installed at such depth. This doesn't change the wind generator much, but it does mean that instead of being able to dump high-amp power from wind-mill to your storage, now the two are separated. And so you have to run lines to the storage, and more critically, the storage system needs a powerful bi-converter to both sink and source power with. I suppose some extra energy conversion isn't a huge factor, but this isn't the nice on-site elegant solution I at first thought it might be.
In spite of these constraints, this still sounds like a great idea, full of lots of potential. I love the idea of power storage via physical means, not chemical. This one feels like it perhaps scale to gargantuan sizes quite possibly.
Side note, I spent a while looking for bathymetry maps online. https://www.arcgis.com/home/webmap/viewer.html?webmap=5ae9e1... was one of the only ones I found that had any readouts. Google Earth has a map but you have to read the scale, & the difference between 0m, 250m, and 500m is like a 2% shift in color value.
Water comes from the sea or large lake