Dolphins are known for blowing bubbles, not always as majestically as that or just for fun as it seems in that video. However, they do use bubbles to box in fish and catch them. It's called "bubble netting" Basically they blow bubbles are the fish, gradually making the circle tighter (the fish won't cross the bubble) and then they go diving through the group catching up the fish.
BEAUTIFUL, BEAUTIFUL animals. I mean who wouldn't want to be an animal who has sex for pleasure, lol.