The issue is that you also have a lot of conservation and welfare groups that believe it's a necessary step to keep them in captivity.I mean, I actually wouldn't mind too much if a DLC with dolphins and orcas came out for PZ. I even have fond memories of all the weird and wacky animals (e.g. sperm and humpback whales, great white sharks, and giant squid...not to mention all the prehistoric ones) you could put in your zoos in Zoo Tycoon. On the other hand, I question whether a somewhat large studio like Frontier would want to risk backlash having you exhibit cetaceans in a game with a pro-conservation, pro-animal welfare theme like PZ, what with all the controversy around the very premise of holding cetaceans in captivity. These studios tend to have too much invested in their bottom line and good PR to take those kinds of risks.
While it's an aquarium, the Abbot Oceanarium at the Shedd in Chicago has Belugas and White-Sides that are there and have had them there for decades now. 5 dophins and 9 whales in that interlinked exhibit.
One thing that Frontier could do with this sort of thing is go with sponsorships/agreements with zoos and aquariums to have a themed pack and some things tied to that zoo or aquarium...adding an exhibit fish from the rest of it, you could actually have a pretty great pack for just the Abbot Oceanarium (Beluga Whale, Pacific White-Side Dolphin, Sea Otter, and California Harbor Seal), perhaps adding a touch tank exhibit with the tide pool section...terrain being Pacific North West forests along with things of that nature and a few new food shops, and aquatic quarantine/vets and things of that nature.
There are several other Zoos/Aquariums with interesting special exhibits that could make for some great packs.