Yes but there are no whales that can go 4000 meters deep. This is a fact. The article says they are going 4000+. So what is going on here? The fact that fish might be able to do this, which are in a different animal kingdom, isn't being disputed -- that's all great and wonderful but the article is talking about whales. Whales not fish.
"Whales have not been observed going 4000 meters deep" is a fact. "Whales cannot" doesn't appear to be, unless you can point to some physiological reason 3000ish is the unbreakable limit.
physiological reason is the pressure of water at 4000 meter is 5846.27 PSI.
some simple depth pressure calculator
a heavy duty pressure washer is about half that 2000-3000 psi. Industrial pressure washer is 3500.
The deepest-diving large, military-style submarine was the Soviet submarine K-278 Komsomolets, with a hull made of titanium, making it very expensive, but able to withstand significantly deeper dives than the best submarines made of high-grade steel, like American nuclear submarines. The Komsomolets was a nuclear powered submarine specially designed to make trips as far down as 1300 meters (4265 feet) below sea level, definitely less than the Trieste, but very significant because the Komsomolets had to "defend" a much larger air bubble against the encroaching pressure of the surrounding ocean.
Compared to the best American nuclear submarines, of the Seawolf class, Komsomolets had about 78% better diving capabilities. Seawolf submarines have an estimated crush depth of about 2400 feet (730 m). The Seawolf submarines are constructed of a high grade steel called HY-100, capable of withstanding 100 atmospheres of pressure. As a rule of thumb, the pressure increases by one atmosphere for every 10 m of descent.
The pressure of water at 3000 meters is 4268.33 PSI, and whales have been actually observed there. I don't see how sustaining 30% more pressure than they've been observed to do is an insane idea.
Submarines don't have the option of getting rid of all the air - the crew would die. Whales can exhale the air in their lungs before a dive, and the rest of their body is largely non-compressible water.
The very article you're citing even shows where your logic is failing:
> very significant because the Komsomolets had to "defend" a much larger air bubble against the encroaching pressure of the surrounding ocean
Well they don't have to come to the surface every X minutes