Plus dolphins can work in teams due to their intelligence and general friendliness. Sharks cannot do that...
a little off topic:
Another myth busters they filmed on the same trip to South Africa:
They showed that elephants really are wary around mice. They went to a wild life sanctuary where live a couple of elephants who are used to being around people. They hollowed out a big piece of dung and put a little white mouse underneath it. When the elephants walked near the dung, they pulled a string and flipped the dung over, releasing the mouse. The elephants shied away from the mice - bit not when it was just dung moving without the mouse.
My son's theiry was that the elephants are intelligent enough not to want to needlessly step on other animals.