How asteroids or whatever kill aquatic dinosaurs and other ancient creatures in the ocean?

An impact winter is a hypothesized period of prolonged cold weather due to the impact of a large asteroid or comet on the Earth's surface. If an asteroid were to strike land or a shallow body of water, it would eject an enormous amount of dust, ash, and other material into the atmosphere, blocking the radiation from the Sun. This would cause the global temperature to decrease drastically. If an asteroid or comet with the diameter of about 5 km (3.1 mi) or more were to hit in a large deep body of water or explode before hitting the surface, there would still be an enormous amount of debris ejected into the atmosphere. It has been proposed that an impact winter could lead to mass extinction, wiping out many of the world's existing species. The Cretaceous–Paleogene extinction event probably involved an impact winter, and led to mass extinction of most tetrapods weighing more than 25 kilograms (55 pounds).

The debris from the asteroid would have entered the atmosphere blocking out sunlight. Thus marine plant life would die.  The type of rock is also a factor as  the impact would have broken the rock into its components some of which contained sulphur and rained down as sulphuric acid.  The acidification would have destroyed coral reefs which are one the basic necessities for marine life to thrive.  Once the bottom of the food chain dies out the extinction continues up the food chain with the predators being the last to go.  

The better question would be to ask why so many marine species survived the KT Extinction.

As well as the shockwave caused by the impact, the explosive force of the impact throws massive amounts of material in to the upper atmosphere, blocking sunlight.

The effect is nicknamed "Nuclear winter" as that's also what could happen if every nation set off their nuclear weapons in a nuclear world war.

Basically, an ice age or near so and much vegetation dying from lack of light.