Maybe it's just because I grew up in valleys, but I find the open ocean more claustrophobic than being surrounded by mountains.

It's hard to set aside the notion that the earth is more or less flat. Even if you know that the earth is technically round, that roundness is so huge that you can treat the world immediately around you as more or less flat. This illusion is even easier to maintain when there are mountains on all sides of you. You don't have to confront the fact of the earth's curvature because the horizon is blocked by a big mass of rock. You can conceive of the world stretching out flatly beyond the mountain, invisible only because the mountain is opaque.

But on the ocean, the horizon is an obvious fact on all sides of you. The sea seems to come to an end, an edge, running flatly out to a measurable distance and then stopping. You seem to be circumscribed by this edge, left without the fiction that the world would keep going if only you could see through mountains.