Sound travels very well under water, but some sounds have more trouble than others getting from the air into the water.
Every spoken sound is actually a combination of different sounds, some low, some high.
Even though we don't notice the different sounds, the way they're combined is what gives each spoken sound its own character. In general, consonants contain a lot more high-pitch sounds than vowels. Those are sounds made of faster, smaller sound waves. Compared to consonants vowels are mostly made of low pitches, in other words of larger, slower sound waves. When the small sound waves hit the uneven surface of the water, they get scattered in all directions like ping-pong balls landing on a rough road.