Yes, but this was like 30-40 years before Roebling. It was the Roebling case that made me wonder. Maybe the Thames, not being very deep, was not far enough down to create as hazardous a situation.
You may be right about the Thames tunnel construction not being pressurized.
There are stories of polluted water and gases forcing their way into the tunnel. That suggests that they were working at essentially ground-level atmospheric pressure.
On the other hand they must have been 100 feet below the surface, and that would mean significant hydrostatic pressure to hold off with the sliding-form system (invented by the elder Brunel) without assistance from air pressurization.