Serious answer is that there is no one true file browser. A file browser is a software project that has the same concerns as anyother. Distributors (ie your distro) will require a name and if the project doesn't have one then it will either not get distributed or the distros will distingush it themselves which could get messy (dolphin could for eg be called "KDE File browser", but konqeror already exists so "KDE file browser 2"? What happens when different distros choose different names for "File Browser"?). The project if it is to be a sustainable one also must distinguish itself from the other file browser projects inorder to grow a userbase and recruit volunteer developers. How does it do that but by building some kind of brand identity? Dolphin is a better brand name than File Browser #2345.

The best explanation I could find in a pinch is that Linux file managers tend to be opaquely named in reference to Windows Explorer, i.e. that historical real-world explorers were sailors, so a lot of Linux file managers will have names related to marine life, seafaring cultures, and sailors in popular culture. GNOME Files was originally called Nautilus apparently to evoke the idea of an operating system shell, but the Nautilus was also Captain Nemo's submarine, so Nautilus' fork was called Nemo. Thunar, my own file manager, is named after Thor, apparently because Vikings were famous seafaring explorers.

I can't find anything about why Dolphin specifically has its name, but a theory I saw was that it's just called that because dolphins are a traditional good luck omen and sign of nearby land for sailors. But for all I know Dolphin could be named after a specific vessel, or maybe it's named in reference to the two-dolphin badges worn by qualified submariners in many different countries, sort of sticking to the submarine theme of Nautilus/Nemo.

But maybe more importantly than that, the file managers on Linux have distinctive names to stand out from each other, because Linux users are a lot more likely than Windows users to actually do stuff like try out different file managers and form strong opinions about them, or use two different file managers at the same time. As long as the icon and name makes it clear what it does, which is the case on my own computer (it's called Thunar File Manager and it has a folder icon), then it isn't really a problem. If it was just called "Thunar" and nothing else, and its icon was a hammer, then it would be bad for UX.

well it is keeping with the aquatic theme. Gnome's file browser is Nautilus.

GNOME handles this well by having its core apps drop their codename and use their generic name. So Nautilus became "Files" in the app overview.

So at least this is a known issue.