"Depending on voltage level and construction details, HVDC transmission losses are quoted at 3.5% per 1,000 km (620 mi), about 50% less than AC (6.7%) lines at the same voltage." [1]
Over such long distance, the issue with AC wouldn't be losses but the absurd capacitance of such a long line. That would basically mean you'd need a compensation station every few 100s of kms, which doesn't work very well when you're in the middle of the sea.