That is not true actually. The pressure you feel is from the air spaces having a lower pressure than the surrounding water. For example, at the surface, if you hold your breath, you have one atmosphere of pressure in both your lungs and outside your body. Dive down 33 feet while holding your breath, you would have one atmosphere in your lungs and two around you (equivalent pressure in atmospheres from the water and the air at the surface). Technically, at that point the air in your lungs would be at two atmospheres as well and it would compress to adjust, hence the uncomfortable feeling as the volume in your lungs contracts. Add an atmosphere for every 33ft down. If you are breathing off a reg and tank, it will deliver the air to your lungs at the surrounding pressure and thus the pressure in your lungs is always equalized as long as you are breathing. In no way is there any crushing going on. It is only when you are trying to maintain different atmospheres of pressure where things can be crushed (submarines for instance). The same is true in reverse. If you hold your breath at 33ft and try to swim up, the air will try to expand instead of contract to match the pressure and could give you some fun lung injuries that would land you in a hospital (or a cemetery. You'd still live on as a cautionary tale.). You can equalize your sinuses and ears with minimal training so you really never have to worry about being crushed. It's the beauty of bringing your own air with you. Breathhold diving and SCUBA are very different and even breathhold divers have techniques that can get them very deep for long times. That said, SCUBA is easier and safer than breathhold diving.
As for dark and cold, recreational depths tend to have plenty of light still filtering down to see by. If not, there are always dive lights you can use. For cold, depends on where you are, when you dive, what exposure you are wearing and more as to whether that is even an issue.