What will they say when we finally understand them? "Took you long enough."
I don't believe that communication between dolphins and trainers has been strictly one way. I'm pretty sure a trainer can easily read a lot from a dolphin's actions, sounds, etc.
And keep in mind, the other great apes are wicked smart, like smarter then small human children smart, way smarter then the smartest dog, but still not smart enough to say something like "Took you long enough to teach us sign language."