Both people and dolphins are highly social. Of course the food is an important part of the interaction, but it seems likely they view humans socially and get more out of the interaction than, say, if they were pressing a lever to get food. (BTW, food is an important part of human social interactions as well — probably the easiest way to get someone to like you is to feed them.)

I don’t know that, of course, but I’m only assuming dolphin social tendencies can bridge the species gap in a similar way that human social tendencies do (and for cats, and dogs, and horses, and lions, etc.)