Trivia: The Anabelle doll from The Conjuring, another film of director James Wan, is visible while Mera is taking Arthur to her submarine ship. Blurry but there.
Continuity mistake: Right when the guards enter the home and the walls explode, Arthur swaps between having short curly hair to it being very long and straight.
Answer: Because what they're looking for is in the ocean. The maps, the ancient texts and markers leading to the trident. It would seem odd to search for Arthur on land then return to the ocean.