Hurry Sharks and dolphins are both animals that live in the ocean. Dolphins, like other marine mammals, frequently come above water for air to get needed oxygen. Sharks, like many other fish, never have to leave the water for air. Which of the following best explains why sharks do not have to leave the water for air? Sharks do not need oxygen to live. Sharks' gills extract oxygen from the water. Sharks have lungs that store oxygen. Sharks absorb oxygen through their skin.