You're under a lot of pressure down here.

This is from the animated film The Little Mermaid (1989). Ariel (a mermaid) is in her secret place with lots of human artifacts, she's upset because her father doesn't understand her - she wants to know more about the humans, but he says that any contact between the human world and the mer world is strictly forbidden.

Ariel: If only I could make him understand. I just don't see things the way he does. I don't see how a world that makes such wonderful things could be bad. I wish I could be part of that world.

Sebastian appears: Your collection, If your father knew about this place...
Ariel: You're not gonna tell him, are you? Please, Sebastian, he would never understand.
Sebastian: Ariel, you're under a lot of pressure down here, I'll take you home and get you something warm to drink.

Could you explain to me why Sebastian says this line? What kind of pressure does he mean? And why "down here"? I wouldn't say that they are in the depths or something, as a matter of fact, the place is quite close to the surface.