The salinity of the ocean isn't uniform and the ocean is connected to various bodies of fresh water. From a quick glance at the map of surface salinity[1] you can see that warmer waters are saltier. Perhaps tasting saltiness sometimes helps dolphins avoid dangerous fresh water, helps to locate different temperature waters, or generally helps them understand the current environment better? Maybe freshwater fish are unhealthy for dolphins to eat?

[1] http://en.wikipedia.org/wiki/Seawater#mediaviewer/File:WOA09...