If so, it is not practical to store enough "salt water" to a high enough pressure to matter: Water stores potential energy by compression of course.
But water is not "elastic" enough to store much energy. Rather, increasing water expands the pressure vessel HOLDING the pressurized water, the water itself does not "compress" sufficiently to hold much energy. (Some of course, but not much.) Compressed air, on the other hand, DOES gradually and predictably increase in pressure as energy is added, and - more importantly - slowly releases that energy as it "breathes" back out. Compressed water "pops" or spurts out its stored energy.
To illustrate: Two 5 gallon tanks are pressurized to 200 psig - one holding water, one holds gas, Both tanks are vented through a 1/4 inch line 50 feet long. The water-filled tank is fully vented almost before the vent line is even filled! The air tank takes 30 minutes to empty, releasing energy continuously and usefully the whole time.
So, the submerged tank's internal pressure goes up rapidly, AND goes goes down very, very rapidly. It will go down even more quickly in the shallow waters where wind turbines are practically mounted to the subsea surface, quickly turn the submerged concrete tank from resisting external pressure to holding internal pressure - which concrete is poor in resisting with it low tensile strength and low fatigue resistance. Go deeper underwater? Construction and piping costs go up quickly the deeper the sea floor you go, and you face near insurmountable problems in securing your loose wind turbine to the sea floor
... Never mind that pesky electric power transmission thing about getting energy back to the coastline to customers on-shore. High transmission losses, constructions losses, sea floor erosion and connection and leakage/grounding problems, and the impossibly high costs of copper or aluminum conductors! That deep off of US or European or Atlantic shores? You need to go hundreds of miles out!