Got my shirt!
I dig it, but Mrs. Tweedy says it looks like the dolphin is humping the pig. Like you say, some people's minds are always in the gutter.
I think it's a really fun picture, because it makes you wonder "Why?" To me, the answer is obvious: The pig wanted to get across some water, and the Bureau of Animal Transportation (BAT) needed to fill it's "affirmative action" quota for cetacean employees (never mind that the pig will drown).
Another answer which occurs to me is that there was high unemployment in the Animal Kingdom, so the Bureau of Animal Poverty Prevention (BAPP) appointed the pigs to be dolphin hydrators and the dolphins to be pig height enhancers. Now both pigs and dolphins live in abject misery, tied forever to the shoreline and unable to enjoy their natural lives, but BAPP lists them all as being "fully employed." The Animal President hails the program as a great success and is touting it in his reelection campaign.
And, since I'm a roll, there's always the possibility that the monkey who tied them together was a member of the Monkey Knot-tiers Union (MKtU) and they cannot be untied until a member of the Monkey Knot-untiers Union (MKuU) shows up, since there would surely be lawsuits if an MKtU member did MKuU work. (The MKtU monkey is smoking a cigarette just off-camera.)
Oo! Oo! The pigs must carry the dolphins around as reparations because 57 million years ago the ancestors of the pigs chased the ancestors of the dolphins into the ocean. This is justice, animals, justice!
Sorry. Bitter right-winger venting some steam. Argh! McCain, you loser, I hate you so much!! Ha ha! You thought there was something written here, but there isn't! (Well, I guess there is technically, but, still, joke's on you.)