Not so wild if you consider the fact that we don't live in the sea/ocean. There is a reason why we know more about land animals.
- Most land animals do fly. Most insects fly, and most land animals are insects.
- Almost all (90%+) of animals live in the top 200 meters of the ocean. That's not that much different than the portion of the "air" that includes things that live in trees.
In both cases, it's a pretty thin layer of the total volume that contains almost all of the animals. It is more distributed in water, but not as much as your comment implied.