Have you tried giving it a handjob?

There’s probably a non-zero chance that a CIA researcher who happens to be a Lovecraft fan read the 1969 James Wade short story titled The deep ones and decided to make it a reality.

Didn’t one of them also basically become the Dolphin’s sex toy?

If I recall correctly that one, in a number of ways, ended up getting even more out of hand and insane than it started. Something about taking the LSD themselves, fucking the dolphins, and drama related to that.