I would be very surprised if dolphins that have undergone that much training aren't tagged with radio transmitters to locate them. The article seems to be guessing at all the supposed facts though...the writer doesn't really know if they've been lost, and hasn't given any reason to believe if they did escape that they would be armed. It really wouldn't make a lot of sense to keep them armed at all times, especially if they're still being trained.
A grain of salt seems to be indicated in this case...
But then again, as Terry Pratchett said, never trust a species that grins al the time... :uhh:
They just decided to say so long and thanks for all the fish... that's all.