I agree. People are getting too caught up in grammar and what one would say. Just because it sounds strange to say "a zoo's dolphin" or "a house's roof" doesn't meant that there isn't a context where it would be used without a problem. "A house's roof should match." "I wanted to see a wild dolphin, not a zoo's dolphin." Duolingo will probably accept "a zoo's dolphin" soon if someone submits it.
i think you are all looking at this in terms of what we'd say in english, rather than just simply translating the french. who cares if one would or would not say it, just translate the sentence. if youre wrong you will see why and if you are right move on. stop thinking what it would be in english. in fact forget the rules of english and just focus on learning some basic french words so you can learn more difficult things later on. i do have a question though - does zoo have an article? or is it just zoo?
This might be a stretch, but honestly i feel like "A dolphin in the zoo" should be accepted. It's not a literal translation, obviously, but the meaning is the same, and it's closer to how we actually speak in English than "A dolphin of the zoo" which nobody ever said, ever.