Whales are mammals that breathe air and can dive 10,000 feet. This question applies to all undersea creatures, really. How are they so robust and we humans so fragile?
There is actually a lively and intense debate about his very topic.
At the most primitive level, you have the Dugong, a sloppy, malodorous creature who bumbles indiscriminately through the shallows, clumsily plowing up fetid clouds of rotting detritus. In their own Dugong forum, ABCD regularly castigates them, but XY&Z tries to help them to evolve to a higher form.
In between, you have the carefree baleen whales and porpoises, who mainly stay in shallow, sunlit waters and, often jumping and playing, blithely enjoy the underwater world. They are relatively free to wander, and often they stumble into bays, estuaries, and forums where they are not wanted. In Japan and on Scubaboard, they are often rounded up and slaughtered for meat.
At the top of the heap, you have the mighty sperm whales - forbidding, toothed leviathans that routinely dive deep into the cold black abyss, in well-trained cooperative teams, to feed on the fearsome and malevolent giant squid. Not much is known of them, because they have their own forum with special rules and hoses.