Why do we have to convert ac transmission lines to dc voltage to cross under water using marine cables.

Cable transmission losses are due to :
Resistance of the windings - 'copper loss' (DC and AC)
Magnetic friction in the core - 'hysteresis' (AC only)
Electric currents induced in the core - 'eddy currents' (AC only)
Other losses are due to electromagnetic radiation and dielectric loss (AC only).

In long cables these AC losses soon exceed the copper loss. It is called the skin effect.
The higher the frequentie, the higher the loss. At real high frequenties all current is passing over the skin of a conductor and not through the core itself, reason for use of pipe instead of core cables.