Dolphins randomly dying.

I bulit a pond in my survival world and made a tunnel to the ocean to lead dolphins through. The pond goes up two and a half blocks above the waters surface so dolphins cannot jump out. I then built a piston door to block of the entrance to the tunnel. I led 4 dolphins trough the tunnel and then shut the piston door. I noticed that the dolphins would 'sufficate' if they hit a block underwater. When I later came back, all the dolphins were gone! The pond is abou lt 15×11×7 blocks. Worried they had somehoe despawned, I brought in two more dolphins and named them both. When I came back later, they were also gone! My only explanation in that the dolphins suffocated in a block as I mentioned earlier.