Here's why:
* Killer whales are a type of ocean dolphin which are part of the whale family (specifically, toothed whales).
* Shamu was the name given to the first killer whale that was used in a marine park, and the name has come to be associated with the species in general.
So, while "Shamu" might be a specific whale, the term refers to a killer whale, which is indeed a type of whale.