But they (the captive animal) don't know why they're behaving differently, or even that they are behaving differently, correct? Killer whales in captivity, droopy dorsal, but not in the wild. A captive born killer whale doesn't know anything else, so I have a hard time believing it purposely has a limp dorsal because it's "pouting or sad".
Not that the dorsal is an example of emotional response, it's likely physical degradation similar to putting a human in small cage and wondering why he would have an arched spine. However, Killer whale behavior in captivity, in terms of being abnormal is well documented.