This dolphin in the sprite sheet looks too... cartoon and artifical.
Right... As all XCOM universe graphics: cartoonish, comic-like, and artificial.
Though the graphics from #0 is a little bit too flat, but I'm sure it can be easily fixed.
Probably better use sprites from game Ecco the Dolphin? -- 3 variations exist.
No, it's not better, Ecco is flat (2D) console game with copyrighted assets.
These sprites simply don't fit XCOM ecosystem.