When something explodes underwater it creates a vacuum. The expanding water rushes back in to fill the vacuum thus creating a really big splash. Try this at home by resting your hand on the water surface then suddenly splash your hand underwater. If you do it right notice how the water moves and then rushes back in then the water shoots up in the air. Now instead of your hand imagine it being a torpedo with a 1,200+ lbs warhead. Even if its deep there would be a disturbance on the surface
Oh! That's gotta sting!