One is that they did it themselves slowly and with great effort, there would be ways around it but it would be very hard. Geothermal heat as a substitute for fire early on in development. Then when they reach a stage of even basic civilisation they can start building stuructures above the water line.
Then they aren't aquatic. They're amphibious.
aâ‹…quatâ‹…ic
   /əˈkwætɪk, əˈkwɒt-/ Show Spelled Pronunciation [uh-kwat-ik, uh-kwot-] Show IPA Pronunciation
-adjective
1. of, in, or pertaining to water.
2. living or growing in water: aquatic plant life.
3. taking place or practiced on or in water: aquatic sports.
-noun
4. an aquatic plant or animal.
5. aquatics, sports practiced on or in water.
amâ‹…phibâ‹…iâ‹…ous
   /æmˈfɪbiəs/ Show Spelled Pronunciation [am-fib-ee-uhs] Show IPA Pronunciation
-adjective
1. living or able to live both on land and in water; belonging to both land and water.
2. Also, amphibian. capable of operating on both land and water: amphibious vehicles.
3. of or pertaining to military operations by both land and naval forces against the same object, esp. to a military attack by troops landed by naval ships.
4. trained or organized to fight, or fighting, on both land and sea: amphibious troops.
5. combining two qualities, kinds, traits, etc.; of or having a mixed or twofold nature.
The
only way a truly aquatic species could ever get into space is if some other race came along, found they were sapient and went through the massive trouble of teaching them all about the various things they'd need to know to advance their own civilisation. That could take centuries.
As an example as to the type of difficulty this would entail, imagine going back to Ancient Rome and trying to get them to land a man on the moon.
"You've all been selected for this mission because you each have a special skill. Professor Hawking, John Leslie, Phil Neville, the Wu-Tang Clan, Usher, the Sugar Puffs Monster and Daniel Day-Lewis! Welcome to Operation MindFuck!"