They have, actually. In the Survey Camp, the Crustaceans are attacking the Marleybonian explorers because they are invading their land, or something along those lines. The Pisceans were mercenaries hired by the Crustaceans, because the crabs were weak and not very good in battle, according to Thule Landshaper. The Pisceans are wreaking havoc because they thought they didn't have enough power, and started to let out their desire for fighting in the District of the Stars (See quest dialog: "Ground Sharks").
Celestia is a highly advanced civilization that experienced a great flood, so it is now entirely underwater. When the Marleybonians discovered Celestia they raised domes over some of the ruins so they could explore them in a dry environment. The local sea creatures, which you will eventually learn call themselves the Crustacean Empire, resent Marleybone's intrusion and have sent troops into the domes to drive them off. The Piscean soldier sharks are mercenaries hired by the Crustacean empire.
It seems the Pisceans wear some sort of amulet that lets them breathe air, which stops functioning when they are critically injured. When a Piscean runs ot of health you see him grab his throat and choke before disappearing.
Later on the Celestian storyline develops other elements, such as searching for and using critical pieces of Celestian technology, as well as interacting with the ghostly remnants of the Celestians themselves and their enemies, the Morgantines.