Why would a fish that lives in the bathypelagic zone lack a swim bladder, and what adaptations would it maintain neutral buoyancy?

The bathypelagic zone is the area of the ocean between a depth of 1,000 and 4,000 meters (between .6 and 2.5 miles deep). This is very deep, and the needs of fish living in this zone are quite different.

A swim bladder is used to help fish maintain buoyancy, as their tissue and bones are typically denser than the water they are in, so they need a structure that helps them float. 

In the case of the bathypelagic zone, the pressure is so much greater that the need for help with buoyancy is less of a factor (higher pressure means higher buoyancy).

These fish have developed different adaptations to help maintain buoyancy, such as a body structure that gives them more lift (like the wings of a bird). 
They also have more jelly-like flesh and less dense bones. This makes them more naturally buoyant without needing a structure like a swim bladder to help with this. A secondary effect of this body structure is that fish in this zone generally cannot move as quickly.