Yes, I am 100% certain, and this has nothing to do with the model or type of camera you're using. RAW means you're getting everything right off the sensor just as it saw it. Setting the WB for photos shot in RAW does NOTHING to the photo itself. That said, it does tag the photo as being shot with a certain WB setting. Some programs such as Lightroom will read this tag and display the photo with that setting in effect. For example, if you shoot with the WB set to Cloudy, Lightroom will display the photo as though it was shot on a cloudy day.
Anyway, chasing WB underwater for still shots is a waste of time. Plus you're probably missing good shots because you're fiddling with buttons. Just set it to "Underwater" and leave it. That'll get it close and you can tweak it on a shot-by-shot basis in Lightroom during post production.
That's exactly what I did in this set:
Cozumel 2013 - a set on Flickr
-Charles