Cetaceans took almost 50m of years to "converge" to the fish-like stricture we see, 6 millions is very small in comparison. They must have retained their limbs, with perhaps smaller arms. Losing hair (hypo, elephant) is also a common trait of mammals going back to the water. They DO NOT BREATHE under water and developed a more carnivorous diet then we did.
Yell at it
The mer-folk could have their cetacean "sonic guns" create a countervailing shock wave. Since the energy of the depth charge is shared over the surface area of an expanding sphere, a very loud directed sonar blast by a dolphin / whale might disrupt it over a small section.
Blue whales can produce 188dB and sperm whales can supposedly generate a ...
By stopping the waves at the source
These surface dwellers don't seem to know or care about this race. Of course, you can put up a shield, or breed sea monsters to deter approach, but that might actually make the land-folk more curious, and encourage them to come closer. When they find Atlantis the thing being defended, all the while being encouraged by ...
If they don't breath air and perhaps travel along the sea floor, the mermen wouldn't have an air void. If there is no air void in the creature, the pressure wave wouldn't really do anything to the creature.
Water is an incompressible fluid. Other than a 'supersonic wave' or cavitation, no damage would happen.
A bubble curtain is a decent idea, but for something more static, that doesn't require continuous power...
A sponge wall.
You want a series of baffles that will allow water to pass through, but will choke and disorganize the flow, absorbing and dissipating shockwaves. Sponges will do that just as well in water as spongy materials do in air to absorb sound.
Depicted - an oil rig with a circumferential bubble curtain to reduce underwater noise.
A bubble curtain is a system that produces bubbles in a deliberate
arrangement in water. It is also called pneumatic barrier. The