That's a bold statement. I don't even know where to begin, there are so many levels here. Like, why would you even make such a claim? I mean I'm not against the claim per se, but it does not seem like you have any evidence, or that you even looked for it. Seems to come right out of some human moral position instead, one that is not rooted in nature, given how many "weird" sex stories and video documentation we can find easily these days about all kinds of animals. Like dogs humping pillows, chimpanzee "using" a frog, quite a few stories about dolphins, etc.
Back to the human/dolphin story here, there also is a pretty well-known (or at least well-published) "man had sex with female dolphin" story, example article: https://www.unilad.co.uk/animals/guy-who-had-sex-with-a-dolp...