Why do dolphins belong to the group of hippopotamus and whale and not shark and tuna fish?
Whales are part of the class mammals. They belong to the order Cetaceans in mammalia.
Whales like all other mammals are warm blooded, breathe through lungs, give birth to live young ones, nourish young ones by mammary glands and have hair though few.
On the other hand sharks etc belong to class Pisces which are essentially fish. They have two chambered heart, lay eggs, have gills for respiration, scales on the body.