Described under the heading of a 'Challenging Case', the paper by Randall Phelps and colleagues  titled 'The Curse of the Dolphins: Cognitive Decline and Psychosis' highlights an intriguing case report potentially suggestive of a darker side to the idea of swimming with dolphins.
Yes, you did hear me right - dolphins - those aquatic mammals regarded as one of the earth's most intelligent creatures and the suggestion that swimming with them might somehow 'impact' on aspects of a person's functioning particularly with certain conditions/diagnoses/labels in mind. With autism specifically in mind, swimming with dolphins has been listed as an 'intervention' although the science has not exactly been wholly positive in terms of effects  and ethical issues with such 'animal-assisted' intervention still remain.
Phelps et al recount how Isela, "an 11-year-old Mexican-American girl with mild intellectual disability" went swimming with dolphins during a holiday with her parents. Days afterwards she was described as awakening in the night "with laughing spells" and during the day "she was pacing, aggressive, and had a decline in self-care and communication skills." After quite a few examinations and tests (bearing in mind her learning disability diagnosis and subsequent decline was not conducive to significant self-report) she was diagnosed with disorganized schizophrenia with psychosis. The laughter, it was assumed, was in response to hallucinations; the introduction of risperidone was associated with various improvements: "reduced inappropriate laughing spells, reduced pacing, as well as improved eating, sleeping, communication, and self-care." Throughout: "Her parents attributed the symptoms to the dolphins."
Although some might make light of this case report and perhaps even reiterate the old 'correlation is not the same as causation' mantra, I personally find this to be an intriguing description. Appreciating that issues like psychosis are probably over-represented when it comes to learning disability  and that there may be several possible 'triggers' for such symptoms , the possibility of a darker side to swimming with dolphins is perhaps deserving of further investigation. As to the question of mechanisms, well, I'm sure that there may be psychological explanations that might rank up there as per what is known about the effects of severe stress and anxiety when it comes to [some] psychosis. One must not for example, assume that every child enjoys the company of animals, particularly when combined with an element such as water for example. Other potentially important factors... well, I have to ask whether there could have been some infective agent involved either in the water or on the animal(s) given what we are beginning to understand about infection and mental health (see here for example). Indeed, with news that 'The world’s most successful bug hits dolphins' (that's T. gondii to you and me) there could even be some further work to do in light of other claims in this area (see here).
The messages are don't automatically discard the thoughts and suspicions of parents and perhaps leave our aquatic mammalian friends to get on with their lives...
 Phelps R. et al. The Curse of the Dolphins: Cognitive Decline and Psychosis. J Dev Behav Pediatr. 2016 Apr 18.
 Fiksdal BL. et al. Dolphin-Assisted Therapy: Claims versus Evidence. Autism Res Treat. 2012;2012:839792.
 Aman H. et al. Prevalence of nonaffective psychosis in intellectually disabled clients: systematic review and meta-analysis. Psychiatr Genet. 2016 Apr 19.
 Galdos PM. et al. Puberty and the onset of psychosis. Schizophr Res. 1993 Jun;10(1):7-14.
Phelps R, Tsai A, Hagen A, Pinter J, Smith R, & Stein MT (2016). The Curse of the Dolphins: Cognitive Decline and Psychosis. Journal of developmental and behavioral pediatrics : JDBP PMID: 27096574