Whales have the capacity to communicate. Stories are more effective than unadorned facts at being remembered (for humans anyways). Remembering important facts is a huge advantage in almost any context. The biggest jump imo is the second one, but I find it unlikely that whales would have a radically different memory storage and retrieval model than humans
Humans are very good at two things, seeing patterns and projecting their own feelings/experiences on other living creatures (or inanimate objects even). We're the exception, not the norm.
You can't "guess" or rely on intuition for these topics, that's how we got religions, the geocentric system, &c.
Its also hilarious to me that you call out my guess and then make your own unsubstantiated claims, which I'm sure feel "intuitive" to you.
What makes you think they'd have oral histories?