I've had the same thoughts, we had the season pass a few years ago. I loved the dolphin show, but was unsure how I felt about it ethically.

Many of the dolphins there now are born there, so it's become their life. Somehow that seems better than brining wild animals into captivation.

I guess ultimately humans are fascinated with animals, and as long as they are kept in a humane and kind manner, and perhaps sparingly I'm ok with it.