Well said Ref
As an "old GWX player" myself I have to say that Penny, TJ and ref are spot on. The AI of GWX is tricky and as the years get by is becoming more and more deadly but that doesn't mean you cannot survive. If you follow the advices of Penny and TJ and you try to incorporate them in your own type of play I am sure you will see that outsmarting the DDs is difficult (later in the war) but not impossible. Another option you have is to alter the realism levels you're playing. Lower them a bit, give it a try and start to increase them as you get more confortable with your boat and the game. Finally don't forget that most of the U-Boats that went on patrols never came back (especially after 1943) due to the allied air patrols (planes were the single higher killer of U-Boats) and the escorts. This trend is followed and modelled in GWX although as ref said it is not as difficult to survive as it was in real life.
In any case remember that it's just a game and try to enjoy it in any way you can. If you still feel not happy with the AI of GWX you can either try to alter the files on your own (it's a bit difficult and probably will cause trouble to your installation) or you can chose another mod.
Enjoy your SH3 experience and I hope you find the game/technique/mod that suits your type of play