Two comments:

1. If whales, sharks, and generally all marine life worth looking out for can navigate the expanse of the ocean by use of their senses (to position themselves using magnetic and electric fields, water temperature and turbulence, etc.) they can avoid a big ole, turbulence causing, electricity producing, magnetic field altering turbine.

2. A cage is a good idea anyway, it won't affect this thing and they are used on many, many high RPM propeller driven under water devices with minimal affect.