The dolphins probably left and their last message was misinterpreted as a surprisingly sophisticated attempt to do a double backward somersault through a hoop whilst whistling "The Star-Spangled Banner", but in fact the message was this: "So Long, and Thanks for All the Fish."
No one does this kind of stuff because someone asked them to do it. This is the kind of useless, insane stuff you do for the lulz, or because someone dared you.
Ahahahah, it's a trick question!