Why aren't we domesticating dolphins?

We use dolphins in other applications such as detecting mines. Why don't we ride dolphins as a form of an "underwater horse?"
I can only imagine dolphin transportation technology and systems would roughly reflect the development of horse technology and systems, except underwater. We would have like dolphin carriages pulled by many dolphins, many will ride single dolphins to travel underwater. and of course, there will be weaponized dolphins, what I imagine will be dolphins remotely guided with light weapons such as lasers or mini-torpedos

I'm surprised in all of civilization we never developed dolphin chariots for example. This doesn't make sense. We had horses to travel over land for thousands of years, but never thought to ride a dolphin or other sea creature for travelling in the sea. We're not using the full potential of nature.