Definitely a problem that needs to be addressed in all designs: it is applicable to small structures but as you point out even more so to large structures (whether tall or deep). Skyscrapers actually are already impacted by this and the mortality rate for medical events above a certain floor number increases astronomically. Large spheres would be even harder pressed to address the vertical transportation problem given their large volume to surface area (unless most of that volume was left empty as per some of the designs with atriums).
Personally, I like to think outside the box: why not have personal submarines or escape pods which can be jettisoned in an emergency? They could be maintained at one atmosphere and launched from any location outside the structure with an access hatch or dock. Alternatively, for structures above the water, quadcopters could be used as escape devices or even regular transportation. I understand the costs are currently high but, with technological developments and economies of scale, this is entirely possible (especially passive positively buoyant escape pods which float to the surface one jettisoned).