I can not speak for all underwater video guys, but most get there work based on there work and experience. Taking courses and learning will never hurt. But get yourself out there, get your video done, edit it and get it out on the web, especially places like Vimeo. I know a few people who have gotten work and jobs just from what they had on Vimeo. As the previous post said, U/W is an even smaller world within a small world. You have a better chance of doing a career in video or film, and just having underwater knowledge just makes you that more appetizing for a hire.
For example, Underwater Video has gotten me into top side video. I just enrolled in a cinematography course in Philadelphia, and already have plans to attend more. Now I am getting ready to order a DOF adapter, and getting into some more serious editing software. You just have to understand, it takes a very long time to get the experience and understanding of video or film.
But don't let that stop you, if its something you really like then by all means go for it.
Wish you the best!