Think back to a time when your best buds and yourself were smoking. One of them (always the cool guy) says, "Hey, I know how to blow a smoke ring. Check this out!" So he proceeds to do just that. Everyone is like, "That's cool", but nobody asks how he did it. You're one of the people who knows how he did it and are just painfully unable to do it yourself. Okay. Now imagine you can. Blow a smoke ring, suspend it in mid-air for a second, observe how the net density of that smoke will soon even out with the air pressure inside that room. Now take these conditions, and let air change to water, smoke to air, and the recognizable shape of the smoke ring be a boundary between air and water, for which air is trapped for a short time in a large ring before being forcibly broken down into what are only subsets of its original cover.
In short, dolphins are better at physics than you are.