At first I thought you were joking about "checking the anchor", as the story says they were about three miles offshore. Diving at home (i.e. so Calif), the water can get to hundreds of feet deep just a mile or two offshore. But it seems at Grayton Beach the water is only about 30 feet deep at the point (i.e. three miles offshore) described in the story.
Which makes this even more tragic... whatever happened, it was just a bit deeper than a swimming pool.
From the 2nd post:
"The water in the area from which Kaas went missing is 60 to 70 feet deep"