Actually, subs do implode if they go passed crush depth...at least non-flooded compartments do. The steel the hull is made of will actually fracture under crush depth pressure, into many pieces. The debate we always had was whether we would die first by physically being shredded by the debris, or whether we would burn to death by the heat of the compressed air as the hull gave way. Either way, it would be over for us in a fraction of a second.
Good thing we always had one surface for every dive.
This led directly to changes in reactor startup procedures, and brought the Sub-Safe system into being.