As noted, you need to check the various options. I have picked up or dropped off at the Dolphin when it has been convenient to do so, but will not pay a big premium compared to MCO. Once, I had a reservation to pick up a car at MCO that we would then drive to Vero Beach for a few days prior to returning it to MCO to fly home. I had arranged a DME run back to the airport to pick up the car. I happened to check the rate for a Dolphin pickup/MCO drop off the day before my reservation and the Dolphin was about $20 cheaper for the same length of time. I booked that and cancelled the original booking.
The major disadvantage to the Dolphin pickup is the fact they assign the car from their available inventory. I like to use the online checkin with bypass the counter when picking up at the airport, so I get to choose my car and bypass the in-airport rental desk or kiosk. At the Dolphin, they have sometimes offered me a free “upgrade” to a large SUV which I dislike driving after a bad experience when I was not forceful enough in saying “no thanks”. Last time that happened, I waited an extra 35 minutes while my preferred sedan was brought over from the CCC. They did give me a free tank of gas for my trouble (that is, I did not have to refuel prior to dropping off the car). I find the Alamo/National rental desk personnel at the Dolphin to be very capable and willing to work with you to make certain you’re happy with the car you get.