The emergency drill instructions were to stay in place. That came from the captain, who got out with some crew members. There have been enough of these ship tragedies to make me regard emergency instructions as optional.

http://www.theguardian.com/world/2014/apr/17/south-korea-disaster-captain-crew-abandoning-passengers

Along with being a strong swimmer, I'd say practicing swimming underwater is also a good skill to have. If nothing else, the ability helps you not to freak out if you suddenly find yourself 20 feet underwater for example.

By the way, if a captain is unwilling to stay with the ship, then he should not be a captain. "Stay with the ship" is a rule that makes all other rules work properly. For example, if the captain knows he must stay with the ship, then the captain will not take any unnecessary chances with anything out there. Is there a psychological test to see if a captain has this ability?