To explore the sea under the ice in Europa, a probe with a nucleo-thermal tip has been suggested. Now as this probe melts its way downward, imagine we are pumping out the melted water. This should again be somewhat doable. When it finally hits liquid water below the ice layer, the water would be at such high pressure because of the weight of the ice layers everywhere else. Would this cause some kind of a cataclysmic pressure cooker explosion? What is wrong with this scenario?
No. The water and ice are almost certainly under hydrostatic equilibrium. The ice is floating on the water. If you cut a hole in the ice, the water would fill the hole only part way, just like ice fishing. See this answer from someone who knows about these things.
While there are observations of water geysers from some moons in the solar system, the water is not coming directly from the sub-surface ocean. These are believed to be caused by trapped pockets of water within the ice, and rocket scientists will find the throat and expansion "nozzle" surprisingly familliar!
The reason they appear to "shoot straight out" is not because its a liquid spraying. It's a molecular phenomenon, and the water doesn't condense into liquid until after it's already out in space hundreds meters or kilometers.
So there's no reason to think that the oceans are under pressure, or there would be an explosion or great release of pressure. Any large excess or non-equilibrium pressure would relieve itself quickly since the ice is constantly cracking and opening, as demonstrated by the active lines of freshly frozen water on the surfaces.
See this very long answer where I show the same photos also!
You can read more about the differences between Europa and Enceladus in the question Enceladus; why use the words “geysers”, “jets”, and “plumes” interchangeably? Briefly, since the masses are so different, the dynamics of the plume evolution is very different.
above: Image of ice fishing from here
above: Figure 3 from Jared James Berg's thesis Simulating water vapor plumes on Europa.
above: Figure 3a from Porco, DiNino and Nimmo (2014).
above: "Europa's ice-trapped lake sits above the ocean in an illustration, Illustration coutresy Britney Schmidt and Dead Pixel FX, University of Texas at Austin" from National Geographic's "Great Lakes" Discovered on Jupiter Moon? (cropped).