Spain has now officially asked all business to stay closed, people should remain indoors at home if possible.
Only medical related business and supermarket are open.
To clarify, the dives are quite nice for sea life with turtles, Angel sharks, gurnards, ... You will not be constantly surrounded
The islands are volcanic and there are interesting formations.
IMHO, it’s not a destinations for wrecks and you may want to go to Malta for wrecks (similar flight times from the UK)
The other major selling point for the Canaries is that it’s very unlikely you get blown off: the islands are tiny with plenty of small bays.
That means that any day you can just find a spot protected from the wind that would be safe to dive. Also the South side of the islands is pretty much sunny all year around with no rain, so you can just sun bathe or walk outside if you fancy it.
Egypt is only a few hours further though from the UK.