Yeah, that is a good example. The only thing that rubs me the wrong way is the "it was all a dream" ending, although the dream seems to be rooted in some things of consequence to the Zelda world. It might be worth returning to the Wind Fish in another game.
Well Ocarina of Time and Skyward Sword both have giant whale that looks a lot like the Wind Fish and are considered guardians of their respective regions. So at the very least these whales are important to the Zelda world since they're suppose to help protect it from monsters and bad stuff like that, even if they kind of do a terrible job at doing it for Hyrule at least.
Plus if you get the good ending the Wind Fish granted Marin's wish and turned her into a seagull that's actually alive in the real world so these whales have pretty strong magic abilities that I like to imagine they use to hopefully help people when they're not infected with demon parasites.