Originally posted by TER-OR Welcome!
There are a couple advantages over a bridge camera - first and foremost the ability to use specialized lenses. Whether long zooms, telephotos, fisheyes, macro lenses or various other types this is a major strength. That strength is only challenged by the resilience of your bank account.
Second, it's a true DSLR with a mirror box and prism - the camera will have no hesitation when you press the trigger - but all the responsibility is yours for ensuring the shot is a good one.
Third, the Pentax mid and high level cameras are very flexible, allowing the user to control every aspect of their photography.
If you really want to go swimming with a camera get one of the little shock and waterproof units like Pentax's WG series or Olympus' Stylus Tough series - they're fun!
Welcome to the forum...
Your question reminds me of a number of things...
The difference between a bridge camera and DSLR... you can spend infinitely more money on a DSLR. On a Pentax you can drop 8 grand on a single lens. On Canikons it's even more.
You can actually get more functionality in terms of zoom range on a bridge camera, as much as 35x as a walk around system. However, when you consider my lenses cover 8mm to 680mm, by carrying a heavy camera bag and at least 3 or 4 lenses, I can do more.
The image quality can be better, if you optimize your DSLR images.
But really, a good bridge camera is a wonderful thing... until you want to do something it won't do. A DSLR won't do as much right out of the box but you can buy additional stuff to do almost anything you could dream of. It's all about the limits and whether or not you intend to push them.