Dolphins, like humans, don't have many natural predators. Since we have introduced wide ranging legislation to protect cetaceans the main threat to their population has been removed. Furthermore, many of the species they feed on are experiencing reduced populations due to overfishing. I would surmise that dolphin populations are under considerable pressure.
It seems reasonable to suppose nature has developed a way to help control their population. The idea that some animals are "gay" is due to our projecting our perceptions of our own society to the natural world.
The truth is that humans, and many other animals are polyamorous and will screw anything.
Are these two animals committing bestiality? If you express what is happening in this picture in purely human social terms, then yes, they are. If you express it in more rational terms this is perfectly natural behavior. Even if a human is doing it.