Some deep-sea fish have been know to explode, as they are brought to the ocean's surface. How do pressure changes cause this to happen?

The further you go down, the more pressure inwards the water will have.

Those fishes are build for the extreme inward pressure, in which their body gives an same amount of pressure outwards so they won't implode.

When you take them out the extreme pressure, their body will still give the same amount of outward pressure as they always did, and they will explode because of the lack of inward pressure.