Although I am aware that there is a mollusc class of species in the game, as well as a mammal that is described to have inhabited the seas for some of it's history, both of these only appear to be former aquatic races that eventually immigrated onto land. So far, there don't seem to be any proper sea-inhabiting races.
There are some problems and questions on how a fully aquatic race could develop all the technology needed for space-travel, but Stellaris doesn't claim to be 100% realistic, and a marine spacefaring race doesn't seem much less likely than FTL travel being developed by several unconnected species within a small timeframe in the same galaxy(at least to me).
These aquatic species would, however, obviously require some mechanics to be changed/adjusted for them(e.g. adding a different class of tiles for submarine environments, changing some planetary invasion costs, etc.), so I see why they wouldn't be in the base game(due to time constraints). However, I feel that an eventual DLC for this would be high on the interest-lists of many people. Post your thoughts on the topic here, as well as any suggestions in regards to the mechanics themselves for these races.