When you go scuba diving, they include extra cylinders for emergency breathing.
That's important. There is surprisingly a great deal of safety knowledge required to scuba safely, such as rising slowly instead of too quickly.
True, and for ambient pressure diving, you are exposed to all of the pressure of the water.
You mean without a scuba suit? I haven't heard of that before. Is it newer?
Yes, without a suit, though humans are not well adapted to the conditions of diving, so equipment is recommended.
Are you familiar with the depth limits of ambient pressure diving?
No I am not, but I do know that underwater areas can imposer psychological and physical stress on all divers.
I would imagine. Nothing like being surrounded with pressure from all sides to bring out the claustrophobia in everyone. 
Exactly. But the risk can be reduced by focusing on reducing human error.
I think the training would be worth it. Going to where you couldn't normally go is an exciting prospect.