At least from what I've heard from members of our community that are from South America, the sloth is pretty much a similar case to the Proboscis Monkey. They're successfully kept in South America, just not successfully kept outside of it. There's at least 3 South American zoos that keep them, but according to Callado and Carlos there are probably more.
I'd say Platypus, Proboscis and the sloth are three prime examples of niche animals that can be used to make very specific zoos from very specific parts in the world. Given that those animals aren't the majority of our roster, I think it's perfectly fine for them to be in the game.
Now, for the on topic part of this, my simple answer to this is: there's no way Frontier is going to risk it. Frontier is a public facing company that does live-streams, events and is active on several social media platforms. No matter how you twist and turn it, no matter how much you put the emphasis on the fact that this is a game, no matter how much ingame mechanics you introduce to make it feel ethical; people who are vehemently against cetaceans in captivity will be extremely vocal about it and will do that in spaces where the game/DLC is being promoted.
I can't see Frontier risking the PR and social media hassle their teams would have to deal with. There's simply no "solution" to this, other than to simply avoid it at all costs