The option "The dolphin is not (a) fish." The definite article "a" is required to indicate that we are referring to the general class of animals known as fish as we are referring to a single unit. In the option: "Dolphins are not fish." We are referring to dolphins in plural, encompassing the entire family of dolphins, so fish is also plural, and hence does not require the definite article "a", which would suggest that it was singular. Note that, in English, the word "fish" can indicate both singular and plural. Confusingly, the word "fishes" can also be used in certain circumstances to indicate the plural.
Annoyingly, your translation is marked as incorrect, whereas "the dolphin is not THE fish", is marked as a correct translation.
"Doplhins are not fish", is not the same as "the dolphin is not the fish", as you have already stated.
Wouldn't it need to be "con cá heo" to refer to "the dolphin"? I was under the impression that without a classifier, a noun referred to the general case, like "người phụ nữ" is "the woman" while "phụ nữ" is "women".