Sure, there are captive facilities that call themselves sanctuaries, but that does not make them legitimate havens of protection and lifelong care. Rather, they are typically places that exploit the dolphins under the guise of the title "sanctuary." A genuine sanctuary provides an environment in which the residents can lead some semblance of a satisfactory life closer to the wild setting. In a real sanctuary like PAWS, the only interest is in the welfare of the residents; they are not used as a means to an end, i.e. for profit or publicity.
Those of us working to phase out dolphin and whale captivity for entertainment in places like SeaWorld have to contend with the reality that even if we were successful we'd have nowhere to relocate them. Captive dolphins and whales cannot just be dumped back into the ocean. Even those who are good candidates for eventual release need rehabilitation in a more natural setting where they can feel the tides and shifting temperatures of the ocean, regain some physiological conditioning and autonomy, and learn to survive. Moreover, given that the majority of captive dolphins and whales will not be releasable, they will depend upon sanctuaries for care throughout the rest of their lives.