I have heard the dolphins-humans thing before, and I think it is the other way around. Humans and Dolphins are the only things that have sex to make babies (and not for pleasure). Think about it - if you were a dumb dog, why would you be having sex: because it feels good. No other reason than that. Every animal has hormones that put them in the mood during mating seaon. But it's not like they are wandering around during mating season thinking "I would like to make babies", they just wander around and see how much they can get off. Humans, on the other hand, realize that having sex can make babies, so they sometimes do it for other reasons than simply feeling good.