creepers with a high ExplosionRadius can cause damage underwater. The creeper in the video had an ExplosionRadius of 20.
The explosion seems to can only destroy blocks that are at the same height of the creeper's feet or lower.
You can get a spawnegg for a creeper exploding immediatly using the following command
/give @p creeper_spawn_egg{EntityTag:{id:"minecraft:creeper",ExplosionRadius:20,Fuse:0,ignited:1,powered:1}}Dont use this spawnegg anywhere near things you'd like to keep, it's very destructive!!!
Most likely because water has enough blast resistance to block vanilla explosions but not enough for explosions with high radius.