Our ears are finely adjusted to pick up sounds arriving through the air. The ear drum, ossicles and the inner membrane 'window' are all arranged to 'couple' the arriving sound power to the sensors (which are in a liquid medium). If you put your head under water then sounds become different. They are quieter and very 'toppy' because your ear drum just doesn't move far enough with the vibrations that hit it. Water is a dense and very difficult to compress and there is very little movement, even when there is a lot of vibrational energy (it's a high impedance). Otoh. fish and whales have sensitivity to underwater sounds because their hearing is arranged for that. They will not hear sound in air very well because their hearing mechanism couples badly with the low impedance of the waves in air.
It is possible to 'match' sounds from air to water or the other way round but this doesn't involve 'amplification' because that would involve an 'amplifier' which would use a power supply to produce more actual power. If you use a horn or parabaloid reflector, that actually does produce amplification because it actually gathers more of the sound energy. This is often referred to as "gain" or even 'gathering power'.
When you lay back in the bath and your ears fill with water, you actually hear the sounds that are going on in your head much more - swallowing and humming when the sounds of the room are more muted (except when someone slams a door and that actually sets up vibrations of the sides of the bath, which you will hear quite well).