I love talking about this sort of stuff, so forgive me for being long winded. Just take whatever paragraph answers your question and feel free to roll your eyes at the rest...
The reason having the chamber filled (even partially) with air is dangerous is that it is then holding a tremendous amount of potential energy because the air is compressible. Water is (for all intents and purposes) not compressible, so it is not able to hold potential energy.
If the chamber were to fail when filled with an incompressible fluid (like water) that was under a lot of pressure, it would instantly equalize after only a small amount of water leaked out. For air, the "outward push" of the expanding gas inside would continue after the walls of the container were already breaking apart, so fragments of the chamber would be able to pick up tremendous momentum (which could be transferred into your skull) , and the shock wave from the expanding air could also be damaging.
I like to think of compressible fluids (like air) as a sort of "three dimensional spring". If you took an imaginary cube of air and pushed it inward in all dimensions (compressed it), it would get smaller, but if you let go of that inward push, it would expand outward again. If you tried to compress water, it would not get smaller.
If you picture air being kind of like a spring because it is compressible and water being kind of like.. I don't know.. a brick, because it is not compressible, you can see how one can hold a lot more energy then the other even though they are initially both undergoing the same amount of force. I'll use the amazing graphic capabilities of MS Paint to demonstrate:
Another good way to visualize the difference is to picture two balloons inflated to equal sizes- one with air, and the other with water. Both balloons have about the same internal pressure. If you were to pop them both, intuitively, you can probably understand that the one filled with air would have a much more energetic failure. That's because all the energy stored in the air (basically by pushing the air molecules closer together) would be released at once.
...and a typical balloon is only about 70mBar (1psi) above atmospheric pressure... when we test to pressures equivalent to 100m depth in seawater, we go up to about 11,000mBar (or 160psi)!
Hope this helps. Be safe out there!