Probably. Towing Peeta around is no great hardship, but it might get a bit old for both of them after a while. Besides, if she doesn't have to worry about keeping him afloat, she could take another shape - something with wings, perhaps. Here we go! She picks up speed as she heads back toward the boat. Might as well give Peeta a bit of excitement before he has to sit and row for Mithros only knows how long.

It's only a brief burst of speed, though. (Well, they never actually got that far from the boat.) Dolphins don't laugh in a way most two-leggers would recognize, but there's a distinct undercurrent of breathless amusement in her tone as she says, Careful getting back in.