This is why I said No to a "swim with dolphins" and chose another place to stay, rather than watching and swimming with dolphins in captivity.
I recommend checking out some videos about Taiji, dolphins etc and watching the movie The Cove. It will upset you, it will make you cry, but it does open your eyes and you will know what captivity does to dolphins.
In all fairness, some animals end up on our plates as our dinners, but how they are killed, that matters. See what happens to the dolphins in the movie and decide then if you still want a piece or meat of an animal that experienced an awful death. Practically hacked into pieces.