Humans are nothing more than slaves to themselves, being dependent on their so firmly created society. Constantly striving for stupid things may it be materialistic or not, with a never ending greed. Once we got what we wanted, we take it for granted, not realizing its worth anymore looking for something else.
Destroying our home planet and being responsible for the extinction of countless species that too inhabit(ed) this planet. We fight ridiculous wars over redundant stuff like materials (f.e. oil) or just differing beliefs (f.e. relgion).
Wasting our time questioning the meaning of everything doomed to fail since the vast amount of knowledge is simply too much for a single human being to grasp; having to accept that we know nothing at all.
I could go on but I assume you get my point.
All of the above mentioned while dolphins or rather animals in general simply live their lives, playing around, mating, having fun; not having to bother with all kinds of human made problems - in fact, they do have to put up with all the garbage (quite literally) mankind has "developed". It might be ironic, but the saying "Ignorance is bliss" truly is right.