As with animals killing only for food, this premise is also false. The neocortex of dolphins and killer whales (which are, strictly speaking, also dolphins) is more developed than that of a human. Actually, they do communicate in a meaningful way with each other and show patterns of cooperative behaviour which are simply impossible on instinct
Seriously? Where are their advanced societies? Do they have underwater cities?
Orcas live in family groups which are considered the most stable of any animal species (and actually more stable than human families), where knowledge (hunting techniques, vocal behaviors) is specific for the family and passed across generations. They are nomads and like nomadic people they don't need cities...

By the way, ants and termites do have "cities"
