I'm not sure this is correct. Classification is a voluntary process. In theory an insurance company may require it, and that is the origin of classification. For then mother ship, the Canadian government will delegate its regulatory responsibilities to classification societies to issue statutory certification.
Diving systems for profession divers are generally classified or certified, including habitats, compression chambers and bells. The precise regulatory requirements are set by the country where the contract of employment of the diver is, and/or the coastal state in whose territorial water or EEZ the operation takes place (ie 12 miles or 200 miles), and/or the ship (if the dive system is permanently installed). In this case, the dive site is outside Canada's EEZ. If the submersible is not considered to be a part of the ship, it will not come under Canadian regulation as the flag state.
I have dealt with portable dive systems that could more between ships and the dive system was classed. It is messy, as the integration with the mother ship is important in terms of duplicated power supplies and the structural integration etc.
In this case, the sub is probably not considered a permanent part of the ship, and is regarded as a "toy", with less regulation even than a jet ski (which would probably have a CE marking at least under the EU personal watercraft regulations).
There are moves to regulate subsea activity outside of EEZs, mainly associated with seabed mining. I'm not sure how non-territorial water or non-EEZ wrecks are regulated, if at all.