Why should there not be water deep (e.g. below 6 kms) in the Earth's crust?
There are two reasons for this surprising finding:

Compaction. Once you have high pressures at depth, the less dense material goes up. Take a bucket of water, put sand in it, and squeeze the sand really hard. Water goes up. Then, you'd expect no water at depth of several kilometres.
Even if you somehow had free water at these depths, the expectation is that they would form hydrous but solid minerals. For example, adding water to diopside, enstatite, and quartz leads to the formation of hydrous, but solid, tremolite:
$$\ce{2CaMgSi2O6 + 3MgSiO3 + SiO2 + H2O = Ca2Mg5Si8O22(OH)2}$$
or, adding water to quartz and corundum leads to the formation of kaolinite:
$$\ce{Al2O3 + 2SiO2 + 2H2O = Al2Si2O5(OH)4}$$
Increasing pressure leads to the equilibrium in these reactions shifting to the products, i.e. the solid hydrous phases without any free water.

As to why the water was actually found there, there's still some debate in the scientific community. One of the explanations (&quot;...must have come from deep-crust minerals and had been unable to reach the surface because of a layer of impermeable rock&quot;) is definitely reasonable. The other (&quot;scientists theorize that the water is comprised of hydrogen and oxygen atoms which were squeezed out of the surrounding rocks due to the incredible pressure.&quot;) is probably incorrect.
This (paywalled) paper provides an overview in a very accessible language: https://doi.org/10.2138/gselements.16.6.381