Well...the space is small in both of them. But with Nemo you're a little more "stuck". YES you could get out but you'd have to really make a scene, and the CMs wouldn't be happy with you and you might have Security waiting for you.
With the tunnels on PL, you can just turn around and get back out.
I'll admit I've only been in them once, and I avoided the one that really scared me (on a previous trip my skinny little son went scampering into an area that had a stairway and I had to send my skinny brother in after him b/c I didn't know where it led and I was scared to death I'd get stuck, and I was smaller then than I am now so I have NO interest in going in that one), and my memory isn't totally clear....but I feel like I remember that the entrances were worse than actually being in them. But you don't necessarily know where you're heading, you don't know if you've seen it all, etc.
I think if you're extremely claustrophobic already you'd best skip 'em. If you only have tendencies (as I do) you maybe should try them out on a brave day, just to get your own impressions.
As for Nemo...now that my son doesn't really like it anymore (too loud), I'm not sure I need to go on it again. I used to love the subs as a kid, but I'm finding that I have to sit close to the window and look up to see the waterline (bottom of the surface of the water?) more and more each time, and that's not a fun way to ride it. I mean, it's good to know the actual sub isn't totally submersed, and I've heard that for most of it you're, in some way, not really in the water at all (source: micechat) (explanation? I don't know, since I can see the water above the window whenever I check), but when you're missing things b/c you're checking to make sure you haven't actually gone to sea...well, it might be time to retire from the ride.