I don't understand why you - in a powerful dolphin lycanthrope form - didn't just murder and eat the other dolphin. I mean why the hell is that not the first thing that would come to the DM's mind, instead he fully goes with the idea that this normal dolphin can somehow overpower your character and have sex with it. That's... so dumb.

Also, there is no need to kill off a character you no longer wish to play. You can just retire it.

That said, I mean... what the hell did you expect? You willingly submitted your character to a state of repeated animal transformation. You know what animals do? They eat and breed, as much of both of those as possible. Also they tend to be way less into consent than people are. And of all the animals that exist you had one that is notorious for having a fairly voracious sexual appetite. Jeez, I wonder where this could be going in a group of people who are prone to making stupid jokes.

There was just incompetence all around in this situation.