I think so. The only reason they are putting up with humans is because they are captive! More and more studies show that although you might enjoy the experience, the dolphin is stressed out.
Read this in-depth article from the BBC News for details.
"Swimming with dolphins may be sold as a life-affirming experience, but research shows that it can be traumatic for the sea mammals themselves. So is it time to stop?
It regularly features as one of those transformative experiences to notch up on the "things to do before you die" bedpost - swim with dolphins and discover the very essence of life."