The open ocean on Earth is like a vast desert; the vast majority of sea life exists in shallow water near the coasts or on the sea floor. Those organisms that you do find in the open ocean are often only there because they're on their way to somewhere else. The open ocean at the surface receives plenty of sunlight, but lacks the minerals and nutrients that even simple organisms like like algae needs to grow. Animals that live in the open ocean have to be specialized for swimming long distances very efficiently on very little food, and need to be able to go long periods without eating.
The Phidi are not open ocean organisms. The food they eat grows in shallow reefs, and their homes and technologies (and farms) are built on the sea floor where it is still shallow enough to receives sunshine. Phidi might be able to survive in the open water on Ocean worlds, but they can't build houses or farms there -- there are no building materials or a stratum to attach things to. This is why they receive the "hostile environment" modifier, because they need to build special floating structures to live in and raise food, much like a terrestrial species would need to build pressure domes on an Arid world with a thin atmosphere.
The Threshers, on the other hand, are a) adapted for the open ocean, and b) are primitive, not needing materials for houses or technology.
In the current DLC2 test build, we are experimenting with a "Sargasso world", which is essentially an Ocean world with some kind of mega-sargassum organism that forms floating islands, providing a small amount of reef biome. But frankly I'm not sure it's really necessary... the new terraforming system will probably benefit the Phidi more than any of the other existing factions, as melting ice caps to produce more water biomes is one of the most basic transformations. The Phidi say, "Bring on the global warming!"