I've made similar tessellations before, they can be curved. You can trivially make a pre-folded tessellation into a cylinder of arbitrary diameter; to curve it like a submarine, you'd just adjust the angle of the creases. Optimize the curve so the pressure is always perpendicular and there's no problem here.

The real issue here is that there's not much point in it, as the very thing that makes this useful (the ability to fold it up) would also make it collapse easily in a pressurized environment. You'd also have to deal with preventing leaks if you wanted air inside, likely by adding an outer hull, which would then defeat the purpose.