They can be, albeit that it may require some serious $$$ to actually do it the right way, but it's been done before, the most famous example being https://www.worldanimalprotection.us/latest/blogs/story-keiko-first-captive-orca-returned-wild/
Edit: and for dolphins born in captivity, see https://www.thedodo.com/another-seaworld-myth-debunked-751539462.html
The article doesn't really explain why though.
Captive-born dolphins have been successfully released into the wild before, see for example: https://www.thedodo.com/another-seaworld-myth-debunked-751539462.html
Edit: Oops https://whalescientists.com/captive-dolphins-release/ were still wild born. Replaced with a better example