I don't know how you're inferring that dolphins are gay.
However, it has been discovered that dolphins are the only marine animal that kills for fun. They seem to take pleasure beating the crap out of porpoises who pose no threat to their food or territory.
It's thought that they are using sonar to pinpoint exactly where the victims vital organs are so they can kill them most efficiently.
They also will kill their own children in order to copulate more often. :s